Reduction of future information required for optimal control of dynamic systems: A pseudostochastic model

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Abstract

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.

Original languageEnglish
Pages (from-to)1025-1029
Number of pages5
JournalIEEE Transactions on Automatic Control
Volume48
Issue number6
DOIs
StatePublished - Jun 2003

Keywords

  • Information horizon
  • Optimal control
  • Stochastic processes

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