Certainty equivalence implies detectability
โ Scribed by J.P. Hespanha; A.S. Morse
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 188 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0167-6911
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
This paper presents a version of the certainty equivalence principle, usable for nonlinear, variable endtime, partial observation zero-sum differential games, which states that under the unicity of the solution to the auxiliary problem, optimal controllers can be derived from the solution of the rel