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

C. BesS. P. Sethi
Published in: Math. Oper. Res. (1988)
Keyphrases
  • stochastic optimization problems
  • decision making
  • dynamic environments
  • decision makers
  • decision rules
  • short term
  • image sequences
  • probabilistic model
  • random variables
  • control policies