I know it has been a few years since these comments, so here is a small update from what I have recently read online. As of late 2017, a prequel novella called The Sons of the Dragon has hit the shelves. This one takes place before The Rogue Prince, in the years immediately following the conquest. This one takes place two generations before The Rogue Prince, which in turn leads directly into The Princess and the Queen.
All three in chronological order, The Sons of the Dragon, The Rogue Prince, and The Princess and the Queen, will be released in October of 2018 in a collection titled, Fire and Blood (similar to A Knight of the Seven Kingdoms), though with even more details. While Princess and the Queen was 35,000 words, Fire and Blood will boast over 80,000...though much of that difference comes from the other two novellas.
What we can expect in the future is largely dependent on what Martin has already written, and his questionable health. While he claims to be ever working on the much delayed and anticipated, The Winds of Winter, he also claims that after TWOW, a second volume of Fire and Blood will be following. Hopefully that entails filling in the gaps left by the end of the Princess and the Queen and beginning of The Mystery Knight.
In that gap are the reigns of at least 5 Targaryen Kings and the first 2 Blackfyre Rebellions, fueled by the rivalry of two of Aegon the IV's Great Bastards, the infamous Bloodraven (Brynden Rivers) and his half-brother Bittersteel (Aegor Rivers).
GRRM has stated he also plans to extend the Dunk and Egg novellas by several volumes, so that in total there may be 12 Dunk and Egg novellas, detailing much of the 90 years between A Knight of the Seven Kingdoms and book 1, a Game of Thrones. In those years, the mystery of Summerhall takes place as well as the mystery of Sir Duncan the Tall's elusive relationship. GRRM has said that one of Dunk's decedents is a character in the present storyline.