A theory of rolling horizon decision making
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Publication:809976
DOI10.1007/BF02283607zbMATH Open0732.93084OpenAlexW3124291671MaRDI QIDQ809976FDOQ809976
Authors: Suresh P. Sethi, Gerhard Sorger 
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
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- scientific article; zbMATH DE number 970516
Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)
Cites Work
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- Decision and forecast horizons in a stochastic environment: A survey
- An analysis of terminal conditions in rolling schedules
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- Horizon Effects in Aggregate Production Planning with Seasonal Demand
Cited In (27)
- The impact of rolling horizon planning on the cost of industrial fishing activity.
- Replenishment and denomination mix of automated teller machines with dynamic forecast demands
- Anticipatory optimization for dynamic decision making
- Order acceptance strategies in a production-to-order environment with setup times and due-dates
- Decision Roll and Horizon Roll Processes in Infinite Horizon Discounted Markov Decision Processes
- Exponentially convergent receding horizon strategy for constrained optimal control
- Boundary value problems in stochastic optimal control of advertising
- A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets
- Integrated planning decisions in the broiler chicken supply chain
- Periodic-review inventory model with three consecutive delivery modes and forecast updates
- Optimal sales and operations planning for integrated steel industries
- Extensions of Bowman's Theory on Managerial Decision-Making
- A bi-integrated model for coupling lot-sizing and cutting-stock problems
- Confidence-based reasoning in stochastic constraint programming
- Peeling layers of an onion: Inventory model with multiple delivery modes and forecast updates.
- A Markov decision process model on dynamic routing for target surveillance
- A rolling-horizon approach for multi-period optimization
- Operations planning test bed under rolling horizons, multiproduct, multiechelon, multiprocess for capacitated production planning modelling with \textit{strokes}
- Application of decomposition techniques in a wildfire suppression optimization model
- Emissions trading with rolling horizons
- Logistics for diagnostic testing: an adaptive decision-support framework
- Efficient demand management for the on-time arrival problem: a convexified multi-objective approach assuming macroscopic traffic dynamics
- Moving horizon control in dynamic games
- Planning of multi-product pipelines by economic lot scheduling models
- Production and Transportation Integration for Commit-to-Delivery Mode with General Shipping Costs
- Dynamic modeling and control of supply chain systems: A review
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
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