| Article ID: | iaor19891054 |
| Country: | Germany |
| Volume: | 20 |
| Start Page Number: | 853 |
| End Page Number: | 857 |
| Publication Date: | Oct 1989 |
| Journal: | Optimization |
| Authors: | Rempala Ryszarda |
The paper extends the concept of decision and forecast horizons from classes of stationary to classes of nonstationary Markov decision problems. The horizons are explicitly obtained from a family of inventory models. The family is indexed by nonstationary Markov chains and deterministic sequences. For the proof only reference to earlier work on the stationary case is made.