FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2080454630> ?p ?o ?g. }

• W2080454630 endingPage "63" @default.
• W2080454630 startingPage "42" @default.
• W2080454630 abstract "Multi-stage planning processes arise in many situations in operations research and economics. The purpose of the planning process is to adapt to a future described by certain state variables x(k). This paper considers the problem of finding optimal forecasts for the state variables which explicitly take account of a cost tradeoff between costs associated to errors in predicting the values of the state variables and costs associated with changes in forecasts for a particular time k made at successive time periods k 1 , k 2 . That is, there is a tradeoff between the accuracy of individual forecasts x̃(k ∣ k 2 ) for x(k) and the stability of successive forecasts x̃(k ∣ k 1 ) and x̃(k ∣ k 2 ). This paper gives an exact solution in the case where the state variables x̃(k) are generated by a Gaussian linear system and the cost function is quadratic plus linear in the state variables and forecasts. In this case the optimal forecasts are matrix weighted linear combinations of Kalman filter estimates, with weights depending only on the loss function. In the special case that all costs associated with a change in forecasts occur in the period the change is made, these weights have a simple recursive form. This problem is a special case of a stochastic control problem we call the extended linear-quadratic-Gaussian control problem." @default.
• W2080454630 created "2016-06-24" @default.
• W2080454630 creator A5005612207 @default.
• W2080454630 creator A5026415278 @default.
• W2080454630 date "1983-02-01" @default.
• W2080454630 modified "2023-09-25" @default.
• W2080454630 title "Multi-Stage Planning and the Extended Linear-Quadratic-Gaussian Control Problem" @default.
• W2080454630 cites W1524846564 @default.
• W2080454630 cites W1567709011 @default.
• W2080454630 cites W1965640670 @default.
• W2080454630 cites W1966360666 @default.
• W2080454630 cites W1982572198 @default.
• W2080454630 cites W1993192904 @default.
• W2080454630 cites W2002367992 @default.
• W2080454630 cites W2002804835 @default.
• W2080454630 cites W2020931139 @default.
• W2080454630 cites W2054119435 @default.
• W2080454630 cites W2057670157 @default.
• W2080454630 cites W2063849862 @default.
• W2080454630 cites W2083402998 @default.
• W2080454630 cites W2086270352 @default.
• W2080454630 cites W2089063495 @default.
• W2080454630 cites W2105934661 @default.
• W2080454630 cites W2115118348 @default.
• W2080454630 cites W2136635985 @default.
• W2080454630 cites W2151106130 @default.
• W2080454630 cites W2316506176 @default.
• W2080454630 cites W2321656971 @default.
• W2080454630 cites W578614108 @default.
• W2080454630 cites W1519877857 @default.
• W2080454630 doi "https://doi.org/10.1287/moor.8.1.42" @default.
• W2080454630 hasPublicationYear "1983" @default.
• W2080454630 type Work @default.
• W2080454630 sameAs 2080454630 @default.
• W2080454630 citedByCount "9" @default.
• W2080454630 crossrefType "journal-article" @default.
• W2080454630 hasAuthorship W2080454630A5005612207 @default.
• W2080454630 hasAuthorship W2080454630A5026415278 @default.
• W2080454630 hasConcept C105795698 @default.
• W2080454630 hasConcept C11413529 @default.
• W2080454630 hasConcept C121332964 @default.
• W2080454630 hasConcept C126255220 @default.
• W2080454630 hasConcept C129537906 @default.
• W2080454630 hasConcept C129844170 @default.
• W2080454630 hasConcept C14036430 @default.
• W2080454630 hasConcept C157286648 @default.
• W2080454630 hasConcept C163716315 @default.
• W2080454630 hasConcept C170131372 @default.
• W2080454630 hasConcept C204495892 @default.
• W2080454630 hasConcept C2524010 @default.
• W2080454630 hasConcept C28826006 @default.
• W2080454630 hasConcept C33923547 @default.
• W2080454630 hasConcept C48103436 @default.
• W2080454630 hasConcept C62520636 @default.
• W2080454630 hasConcept C78458016 @default.
• W2080454630 hasConcept C86803240 @default.
• W2080454630 hasConcept C91575142 @default.
• W2080454630 hasConcept C97355855 @default.
• W2080454630 hasConceptScore W2080454630C105795698 @default.
• W2080454630 hasConceptScore W2080454630C11413529 @default.
• W2080454630 hasConceptScore W2080454630C121332964 @default.
• W2080454630 hasConceptScore W2080454630C126255220 @default.
• W2080454630 hasConceptScore W2080454630C129537906 @default.
• W2080454630 hasConceptScore W2080454630C129844170 @default.
• W2080454630 hasConceptScore W2080454630C14036430 @default.
• W2080454630 hasConceptScore W2080454630C157286648 @default.
• W2080454630 hasConceptScore W2080454630C163716315 @default.
• W2080454630 hasConceptScore W2080454630C170131372 @default.
• W2080454630 hasConceptScore W2080454630C204495892 @default.
• W2080454630 hasConceptScore W2080454630C2524010 @default.
• W2080454630 hasConceptScore W2080454630C28826006 @default.
• W2080454630 hasConceptScore W2080454630C33923547 @default.
• W2080454630 hasConceptScore W2080454630C48103436 @default.
• W2080454630 hasConceptScore W2080454630C62520636 @default.
• W2080454630 hasConceptScore W2080454630C78458016 @default.
• W2080454630 hasConceptScore W2080454630C86803240 @default.
• W2080454630 hasConceptScore W2080454630C91575142 @default.
• W2080454630 hasConceptScore W2080454630C97355855 @default.
• W2080454630 hasIssue "1" @default.
• W2080454630 hasLocation W20804546301 @default.
• W2080454630 hasOpenAccess W2080454630 @default.
• W2080454630 hasPrimaryLocation W20804546301 @default.
• W2080454630 hasRelatedWork W1592427450 @default.
• W2080454630 hasRelatedWork W163857194 @default.
• W2080454630 hasRelatedWork W1862687674 @default.
• W2080454630 hasRelatedWork W1942365235 @default.
• W2080454630 hasRelatedWork W1971486462 @default.
• W2080454630 hasRelatedWork W1987514073 @default.
• W2080454630 hasRelatedWork W1990410369 @default.
• W2080454630 hasRelatedWork W1999139377 @default.
• W2080454630 hasRelatedWork W2033947719 @default.
• W2080454630 hasRelatedWork W2037298684 @default.
• W2080454630 hasRelatedWork W2038392999 @default.
• W2080454630 hasRelatedWork W2067665414 @default.
• W2080454630 hasRelatedWork W2085477005 @default.
• W2080454630 hasRelatedWork W2495019991 @default.
• W2080454630 hasRelatedWork W2561108725 @default.
• W2080454630 hasRelatedWork W3092254658 @default.

• next