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A generalized certainty-equivalence result in stochastic control

✍ Scribed by W.J. Runggaldier

Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
180 KB
Volume
17
Category
Article
ISSN
0005-1098

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✦ Synopsis

The certainty-equivalence property, known to hold that under certain assumptions for the linear-quadratic stochastic control problem, is extended to more complex situations, when the system noise variables are related to a complicated (nonlinear) system, whose state can be partially observed, where

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