๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

SOME PITFALLS IN USING CERTAINTY-EQUIVALENTS: A NOTE

โœ Scribed by Ronald J. Kudla

Book ID
111104995
Publisher
John Wiley and Sons
Year
1980
Tongue
English
Weight
220 KB
Volume
7
Category
Article
ISSN
0306-686X

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๐Ÿ“œ SIMILAR VOLUMES

A note on generating certainty equivalen
A note on generating certainty equivalent controls
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.

A generalized certainty-equivalence resu
A generalized certainty-equivalence result in stochastic control
โœ W.J. Runggaldier ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 180 KB

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