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I am relatively new to optimization and mathematical programming. I am looking for literature on rolling horizon. When I search for it on the internet, I find many articles like:

My problem: It's hard to read and understand this kind of literature -- at least for someone who isn't already familiar with this topic. I think those articles are intended for a professional audience.

So my question: does anybody know recommendable literature for a gentle introduction to this topic "rolling horizon in optimization"? Something more like a textbook from school.

EhsanK
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Andre
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    If you only need a brief explanation of the concept of "rolling horizon", you could ask that in a separate question here and I'm sure someone could give you a good answer. – LarrySnyder610 Jan 31 '22 at 19:39
  • I think I know what it is and what it does, but it's all based on some vague "belly feeling". So I'm lacking some proper foundation. I will try it in a separate question – Andre Feb 01 '22 at 13:26

2 Answers2

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I typically use these images to explain rolling horizons (although I tend to call it continuous planning), for example on employee rostering (but it works just as well on other use cases):

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I explain these in detail in this video (and this one), but the general concepts to understand are:

  • Draft vs publish vs history: A draft schedule can be changed easily. Once it's published, it's hard to change - for example employees organize social events for on evenings the published schedule says they don't work - so you should minimize disruption when making changes on published schedules.

  • Publish notice: how many weeks/minutes in advance does the schedule need to be published? For example: 3 weeks in advance.

  • Final draft length: how often do you publish? For example: once a week

  • Draft length: how big is your planning window? In many cases, this should be longer than your final draft length, to avoid painting yourself in a corner for the next planning window.

Regardless if you're dealing with weeks, days, minutes or seconds, the principles are the same.

Geoffrey De Smet
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    thank you, this picture matches with what I had in mind when thinking about a rolling horizon. I will definitely have a look at the video! – Andre Feb 11 '22 at 06:14
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My introduction to "rolling horizons" (which seemed gentle enough at the time) came from a long since forgotten article or two where the technique was applied to problems in production planning and inventory management. So you might want to look for articles or textbooks in the operations management area that mention it, as opposed to the (more technical) operations research literature.

prubin
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