✦ LIBER ✦

A note on generating certainty equivalent controls

✍ Scribed by H. Hadimoglou; O.L.R. Jacobs

Publisher: Elsevier Science
Year: 1972
Tongue: English
Weight: 164 KB
Volume: 8
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(72)90091-x

No coin nor oath required. For personal study only.

✦ Synopsis

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.

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