Conditions for the Existence of Decision Horizons for Discounted Problems in a Stochastic Environment : A Note

In this note, we extend the sufficiency conditions obtained by Bean and Smith for the existence of decision and forecast horizons in discounted deterministic problems to a stochastic environment. Also developed are some examples for illustration of the results and the need for the development of necessary and sufficient conditions for undiscounted problems

MoreLess

Year of publication:	[2014]
Authors:	Sethi, Suresh
Other Persons:	Bhaskaran, Sita (contributor)
Publisher:	[2014]: [S.l.] : SSRN

Extent:	1 Online-Ressource (4 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Operations Research Letters, Vol. 4, No. 2, pp. 61-64, June 1985 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 1985 erstellt
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; M11 - Production Management ; M20 - Business Economics. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012750984