TY - CHAP
T1 - Effective information in offline stochastic feedback and optimal control of dynamic systems
T2 - Results and applications
AU - Herbon, Avi
N1 - Publisher Copyright: © Springer International Publishing Switzerland 2014.
PY - 2014
Y1 - 2014
N2 - The concepts of effective information horizon (EIH) and effective information space (EIS) reflect the extent to which information is required for optimally controlling offline dynamic systems in stochastic environments. These concepts can be applied to overcome the difficulties involved in forecasting that arise when considering future information. Two approaches are utilized for modeling a given dynamic system. The first, denoted as pseudo-stochastic, is basically deterministic and considers the flow of uncertain future events by a superposition of the distribution functions of an event’s occurrence time. The second approach, the general stochastic model, considers all possible future scenarios. Several applications that are presented illustrate that when using only partial information for determining optimal control, the performance of the dynamic system is almost identical to that when using full information. The applications also illustrate that ignoring information beyond the planning horizon leads to significant performance loss and may violate the constraints of a control problem.
AB - The concepts of effective information horizon (EIH) and effective information space (EIS) reflect the extent to which information is required for optimally controlling offline dynamic systems in stochastic environments. These concepts can be applied to overcome the difficulties involved in forecasting that arise when considering future information. Two approaches are utilized for modeling a given dynamic system. The first, denoted as pseudo-stochastic, is basically deterministic and considers the flow of uncertain future events by a superposition of the distribution functions of an event’s occurrence time. The second approach, the general stochastic model, considers all possible future scenarios. Several applications that are presented illustrate that when using only partial information for determining optimal control, the performance of the dynamic system is almost identical to that when using full information. The applications also illustrate that ignoring information beyond the planning horizon leads to significant performance loss and may violate the constraints of a control problem.
UR - http://www.scopus.com/inward/record.url?scp=84955087023&partnerID=8YFLogxK
U2 - https://doi.org/10.1007/978-3-319-00669-7_4
DO - https://doi.org/10.1007/978-3-319-00669-7_4
M3 - فصل
T3 - International Series in Operations Research and Management Science
SP - 51
EP - 71
BT - International Series in Operations Research and Management Science
ER -