Effective information for offline stochastic feedback and optimal control of dynamic systems

A. Herbon, E. Khmelnitsky, F. Blanchini

Research output: Contribution to journalArticlepeer-review

5 Scopus citations


The impact of uncertain future events on decision making in a stochastic environment is modeled in this paper. Such modeling is presented for both feedback and optimal control problems. This research overcomes the difficulties of forecasting that arise when considering future information. In this paper, we seek to find the minimum amount of information (effective information) necessary to evaluating system performance offline or to optimally control a system. The existence of effective information is proved and a methodology for determining it is developed. It is also shown that ignoring information beyond the planning horizon leads to significant performance loss and may even lead to violating the constraints of a control problem.

Original languageEnglish
Pages (from-to)283-310
Number of pages28
JournalJournal of Optimization Theory and Applications
Issue number2
StatePublished - Feb 2003
Externally publishedYes

Bibliographical note

Funding Information:
1This work was partially supported by the Israeli–Italian Scientific Cooperation Program. 2Lecturer, Department of Management and Industrial Engineering, College of Judea and Samaria, Ariel, Israel. 3Senior Lecturer, Department of Industrial Engineering, Tel-Aviv University, Tel-Aviv, Israel. 4Professor, Dipartimento di Matematica e Informatica, University of Udine, Udine, Italy.


  • Stochastic control
  • information horizon
  • modeling dynamic systems
  • optimal control


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