Infinite-Horizon Dynamic Programming Models - A Planning-Horizon Formulation

Keywords

Time horizon, Horizon, Dynamic programming, Mathematical optimization, Computer science

References

• OPTIMAL POLICY FOR DYNAMIC INVENTORY PROCESS WITH NON-STATIONARY STOCHASTIC DEMANDSDonald L. Iglehart, Scott Karlin — 1960
• General Planning Horizons for Production Smoothing with Deterministic DemandsHoward Kunreuther, Thomas E. Morton — 1974
• New Tactics in Solving Catalyst Regeneration Problems and General Resource Allocation by Dynamic ProgrammingHarvey J. Greenberg — 1973
• Optimality of Myopic Inventory Policies for Several Substitute ProductsEdward Ignall, Arthur F. Veinott — 1969
• Discrete Dynamic ProgrammingDavid Blackwell — 1962
• Discounting, Ergodicity and Convergence for Markov Decision ProcessesThomas E. Morton, William E. Wecker — 1977
• Production-Planning Algorithms for the Inventory-Overtime TradeoffHoward Kunreuther — 1971
• On the Optimality of Structured Policies in Countable Stage Decision ProcessesEvan L. Porteus — 1975
• Planning Horizons for Production Smoothing with Deterministic Demands: I. All Demand Met from Regular ProductionHoward Kunreuther, Thomas E. Morton — 1973
• The Status of Mathematical Inventory TheoryArthur F. Veinott — 1966
• DENUMERABLE STATE MARKOVIAN DECISION PROCESSES: AVERAGE COST CRITERION.Cyrus Derman — 1966
• Protective Planning-Horizon Procedures for a Deterministic Cash Balance ProblemJ. Mensching, Stanley J. Garstka, Timothy C. Morton — 1978
• Planning Horizons for the Dynamic Lot Size Model with BackloggingJoseph D. Blackburn, Howard Kunreuther — 1974
• ON FINDING OPTIMAL POLICIES IN DISCRETE DYNAMIC PROGRAMMING WITH NO DISCOUNTINGArthur F. Veinott — 1966
• An Appraisal of Some Shortest-Path AlgorithmsStuart E. Dreyfus — 1969
• On Finding the Maximal Gain for Markov Decision ProcessesAmedeo R. Odoni — 1969
• Planning Horizons for the Dynamic Lot Size Model: Zabel vs. Protective Procedures and Computational ResultsRolf A. Lundin, Thomas E. Morton — 1975
• Principles of Operations ResearchPatrick Rivett, Harvey M. Wagner — 1972
• Production Planning Over Time and the Nature of the Expectation and Planning HorizonFranco Modigliani, Franz E. Hohn — 1955
• Studies in the Mathematical Theory of Inventory and Production, by K.J. Arrow, S. Karlin, H. Scarf with contributions by M.J. Beckmann, J. Gessford, R.F. Muth. Stanford, California, Stanford University Press, 1958, X p.340p., $ 8.75.Albert Newhouse, Kenneth J. Arrow, Samuel Karlin — 1959

Cited by

• A forward algorithm and planning horizon procedure for the production smoothing problem without inventoryJay E. Aronson, Thomas E. Morton, Gerald L. Thompson — 1984
• EXISTENCE AND DERIVATION OF FORECAST HORIZONS IN A DYNAMIC LOT SIZE MODEL WITH NONDECREASING HOLDING COSTSStanisław Bylka, Suresh Sethi — 1992
• Planning horizons for capacity expansionV. Udayabhanu, Thomas E. Morton — 1988
• Infinite horizon nonstationary stochastic optimal control problem: A planning horizon resultJean B. Lasserre, Christian Bès — 1984
• Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization ProblemsChristian Bès, Suresh Sethi — 1988
• Finite Horizon Markov Decision Processes with Uncertain Terminal PayoffsD. J. White — 1995
• An application of infinite horizon stochastic dynamic programming in multi-stage project investment decision-makingMd. Noor E Alam, John Doucette — 2012
• Forecast, Solution, and Rolling Horizons in Operations Management Problems: A Classified BibliographySuresh Chand, Vernon Ning Hsu, Suresh Sethi — 2001
• Universal Planning Horizons for Generalized Convex Production SchedulingThomas E. Morton — 1978
• Properties of repetitive control of partially observed processesJacek B. Krawczyk — 1992
• Ordering Policies in an environment of Stochastic Yields and Substitutable DemandsGabriel R. Bitran, Sriram Dasu — 1992
• Decision and Forecast Horizons in a Stochastic Environment: A SurveySita Bhaskaran, Suresh Sethi — 2007
• Optimal and Near Optimal Price and Advertising Strategies for Finite and Infinite HorizonsUlf Peter Welam — 1982
• Technical Note - Identifying Forecast Horizons in Nonhomogeneous Markov Decision ProcessesWallace J. Hopp — 1989
• The finite horizon nonstationary stochastic inventory problem: near-myopic bounds, heuristics, testingThomas E. Morton, David W. Pentico — 1995
• A planning horizon result and a protective forward method for the bounded inventory problem with discounted concave costsJean B. Lasserre, Christian Bès, F. Roubellat — 1984
• Decision roll and horizon roll processes in infinite horizon discounted Markov decision processesD. J. White — 1996
• Algoristics for Single-Machine Sequencing with Precedence ConstraintsThomas E. Morton, Bala G. Dharan — 1978
• Optimal Capacity Expansion Over an Infinite HorizonJames C. Bean, Robert L. Smith — 1985
• A New Optimality Criterion for Nonhomogeneous Markov Decision ProcessesWallace J. Hopp, James C. Bean, Robert L. Smith — 1987

Related papers

• PRM165 - INFLUENCE OF THE TIME HORIZON LENGTH ON THE RESULTS OF PHARMACOECONOMIC RESEARCHА. С. Колбин, I. A. Vilum, Yu. Е. Balykina — 2018
• The influence of time horizon on results of cost-effectiveness analysesDavid D. Kim, Colby Wilkinson, Elle Pope — 2017
• An Application of Dynamic Programming to the Selection of Optimal Production Lengths Based on the Minimum Cutting LossGyu-Gap Jo — 1978
• Before I Die: The Impact of Time Horizon and Age on Bucket-List GoalsQiao Chu, Daniel Grühn, Ashley Holland — 2018
• Time Horizon of Investments in the Resource Allocation ProcessGreg Reilly, David Souder, Rebecca Ranucci — 2016
• Forecast horizon and planning horizon paths in time-indexed networkStanisław Bylka — 2006
• Time Horizon in Corporate Resource Allocation—Investment Horizon, Investor Horizon, and StakeholdersDhvani Badwaik — 2022
• Sustainability: The matter of time horizon and semantic closureHoracio Velasco — 2008