Min-max certainty equivalence principle
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Pierre Bernhard; Alain Rapaport
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Article
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1996
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John Wiley and Sons
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English
β 715 KB
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