Optimal information acquisition for a linear quadratic control problem

DOI10.1016/j.ejor.2008.11.031zbMath1176.90620OpenAlexW2045669292MaRDI QIDQ1042161

Arne-Christian Lund, Egil Matsen, Snorre Lindset

Publication date: 7 December 2009

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2008.11.031

zbMATH Keywords

dynamic programmingpartial informationlinear quadratic controloptimal information acquisition

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items (2)

Optimal feedback control for linear systems with input delays revisited ⋮ A linear-quadratic Gaussian approach to dynamic information acquisition

Cites Work

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• On the Separation Theorem of Stochastic Control
• On a Quickest Detection Problem
• Stochastic Optimal Control with Noisy Observations †
• A Simple Model of Search for a Moving Target
• Stochastic differential equations. An introduction with applications.

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