Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Incorporating Forecasts into Linear State Space Model Markov Decision
  Processes   Weather forecast information will very likely find increasing application in
the control of future energy systems. In this paper, we introduce an augmented
state space model formulation with linear dynamics, within which one can
incorporate forecast information that is dynamically revealed alongside the
evolution of the underlying state variable. We use the martingale model for
forecast evolution (MMFE) to enforce the necessary consistency properties that
must govern the joint evolution of forecasts with the underlying state. The
formulation also generates jointly Markovian dynamics that give rise to Markov
decision processes (MDPs) that remain computationally tractable. This paper is
the first to enforce MMFE consistency requirements within an MDP formulation
that preserves tractability.

27
The categories of this paper are: comp-gas
10
The categories of this paper are: q-bio
28
The categories of this paper are: alg-geom
23
The categories of this paper are: solv-int
4
The categories of this paper are: cond-mat
12
The categories of this paper are: nucl-th
9
The categories of this paper are: nlin
21
The categories of this paper are: adap-org
22
The categories of this paper are: chao-dyn
31
The categories of this paper are: ao-sci
8
The categories of this paper are: hep-ex
26
The categories of this paper are: bayes-an
15
The categories of this paper are: nucl-ex
7
The categories of this paper are: hep-th
30
The categories of this paper are: q-alg
6
The categories of this paper are: astro-ph