Effective information horizon length in measuring off-line performance of stochastic dynamic systems

DOI10.1016/S0377-2217(03)00268-6zbMath1067.90114OpenAlexW2078155060MaRDI QIDQ703927

Eugene Khmelnitsky, Avi Herbon, Oded Z. Maimon

Publication date: 12 January 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(03)00268-6

zbMATH Keywords

Feedback controlInformation horizonStochastic modeling

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Operations research and management science (90B99)

Related Items (2)

A pseudo-stochastic approach for optimal decision making under limited information: a case of an aggregate production system ⋮ Effective Information in Offline Stochastic Feedback and Optimal Control of Dynamic Systems: Results and Applications

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