A linear-quadratic Gaussian approach to dynamic information acquisition
DOI10.1016/j.ejor.2018.03.003zbMath1403.90651OpenAlexW2793858311MaRDI QIDQ1754750
Thomas A. Weber, Viet Anh Nguyen
Publication date: 31 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.03.003
information acquisitionMarkov decision problemsinfinite-horizon optimal controllinear-quadratic systemsdynamic emissions regulation
Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
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