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A note on C1 equivalence

โœ Scribed by Michael A Buchner


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
206 KB
Volume
121
Category
Article
ISSN
0022-247X

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It is suggested that in stochastic control problems where there is uncertainty about the current state the correct estimate of the state to be used for generating certainty equivalent controls is not always the mean value of the probability distribution for the state.