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Published in:
2011 | OriginalPaper | Chapter
Perfect Anticipation
Author : Stephan Meisel
Published in: Anticipatory Optimization for Dynamic Decision Making
Publisher: Springer New York
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A perfect anticipatory decision in the context of dynamic decision making may be achieved by solution of an optimization problem as stated in Eq. 2.8. However, formulation of such an optmization problem requires the availability of the values
$$V_{t^\prime}(s_{t^\prime})$$
of successor states
$$s_{t^\prime}$$
. In particular, a value function
$$V_{t(s_t)}$$
must be known for each of the decision times
t
. Determination of these value functions corresponds to the solution of Bellman’s equations as formulated as Eqs. 2.6.