A theory of rolling horizon decision making
From MaRDI portal
Publication:809976
DOI10.1007/BF02283607zbMath0732.93084OpenAlexW3124291671MaRDI QIDQ809976
Gerhard Sorger, Suresh P. Sethi
Publication date: 1991
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02283607
Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
Related Items (22)
A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets ⋮ Order acceptance strategies in a production-to-order environment with setup times and due-dates ⋮ Optimal sales and operations planning for integrated steel industries ⋮ A Markov decision process model on dynamic routing for target surveillance ⋮ A rolling-horizon approach for multi-period optimization ⋮ Integrated planning decisions in the broiler chicken supply chain ⋮ Application of decomposition techniques in a wildfire suppression optimization model ⋮ Logistics for diagnostic testing: an adaptive decision-support framework ⋮ Confidence-based reasoning in stochastic constraint programming ⋮ Planning of multi-product pipelines by economic lot scheduling models ⋮ Production and Transportation Integration for Commit-to-Delivery Mode with General Shipping Costs ⋮ Emissions trading with rolling horizons ⋮ Peeling layers of an onion: Inventory model with multiple delivery modes and forecast updates. ⋮ Dynamic modeling and control of supply chain systems: A review ⋮ Periodic-review inventory model with three consecutive delivery modes and forecast updates ⋮ Moving horizon control in dynamic games ⋮ Boundary value problems in stochastic optimal control of advertising ⋮ Portfolio selection problems with Markowitz's mean-variance framework: a review of literature ⋮ Exponentially convergent receding horizon strategy for constrained optimal control ⋮ Operations planning test bed under rolling horizons, multiproduct, multiechelon, multiprocess for capacitated production planning modelling with \textit{strokes} ⋮ A bi-integrated model for coupling lot-sizing and cutting-stock problems ⋮ Replenishment and denomination mix of automated teller machines with dynamic forecast demands
Cites Work
- Unnamed Item
- Unnamed Item
- An analysis of terminal conditions in rolling schedules
- Stochastic optimal control. The discrete time case
- Dynamic Version of the Economic Lot Size Model
- Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems
- Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
- Horizon Effects in Aggregate Production Planning with Seasonal Demand
- Stochastic Horizons for the Aggregate Planning Problem
- An Analytic Framework for Evaluating Rolling Schedules
- Decision and forecast horizons in a stochastic environment: A survey
This page was built for publication: A theory of rolling horizon decision making
