Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes.
Jeffrey M. AldenRobert L. SmithPublished in: Oper. Res. (1992)
Keyphrases
- markov decision processes
- rolling horizon
- lot sizing
- single machine
- dynamic programming
- finite state
- optimal policy
- state space
- reinforcement learning
- transition matrices
- reachability analysis
- decision theoretic planning
- average cost
- policy iteration
- finite horizon
- markov decision process
- factored mdps
- model based reinforcement learning
- reinforcement learning algorithms
- multistage
- partially observable
- infinite horizon
- planning under uncertainty
- action space
- risk sensitive
- state and action spaces
- average reward
- state abstraction
- discounted reward
- reward function
- semi markov decision processes