TY - JOUR
T1 - Reduction of future information required for optimal control of dynamic systems
T2 - A pseudostochastic model
AU - Herbon, Avi
AU - Khmelnitsky, Eugene
AU - Maimon, Oded
AU - Yakubov, Yakov
PY - 2003/6
Y1 - 2003/6
N2 - This note develops a pseudostochastic model for optimal control of dynamic systems over a given planning horizon. The obtained results reflect the extent to which reduction of future information impacts upon the performance and optimal control of dynamic systems. The main results indicate 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. When ignoring the information expected beyond the planning horizon, a significant performance loss and a possible violation of feasibility of the optimal control can occur.
AB - This note develops a pseudostochastic model for optimal control of dynamic systems over a given planning horizon. The obtained results reflect the extent to which reduction of future information impacts upon the performance and optimal control of dynamic systems. The main results indicate 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. When ignoring the information expected beyond the planning horizon, a significant performance loss and a possible violation of feasibility of the optimal control can occur.
KW - Information horizon
KW - Optimal control
KW - Stochastic processes
UR - http://www.scopus.com/inward/record.url?scp=0038548175&partnerID=8YFLogxK
U2 - 10.1109/TAC.2003.812789
DO - 10.1109/TAC.2003.812789
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AN - SCOPUS:0038548175
SN - 0018-9286
VL - 48
SP - 1025
EP - 1029
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
IS - 6
ER -