Concepts of Forecast and Decision Horizons : Applications to Dynamic Stochastic Optimization Problems

Focuses on a study which developed a framework for forecast and decision horizons. Definition of finite and infinite horizon stochastic optimization problems for a given forecast; Description of the general framework; Conditions for the existence of a solution horizon; Development of sufficient conditions for the existence of a finite forecast horizon

Year of publication:	[2015]
Authors:	Bes, Christian
Other Persons:	Sethi, Suresh (contributor)
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Prognoseverfahren \| Forecasting model \| Stochastischer Prozess \| Stochastic process \| Mathematische Optimierung \| Mathematical programming \| Theorie \| Theory

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