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

zbMATH Keywords

information acquisitionMarkov decision problemsinfinite-horizon optimal controllinear-quadratic systemsdynamic emissions regulation

Mathematics Subject Classification ID

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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