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On certainty equivalent

โœ Scribed by Margherita Cigola


Publisher
Springer Milan
Year
1992
Tongue
English
Weight
246 KB
Volume
15
Category
Article
ISSN
1593-8883

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๐Ÿ“œ SIMILAR VOLUMES


A note on generating certainty equivalen
โœ H. Hadimoglou; O.L.R. Jacobs ๐Ÿ“‚ Article ๐Ÿ“… 1972 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 164 KB

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.