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Stochastic Cooperative Games: Superadditivity, Convexity, and Certainty Equivalents

โœ Scribed by Jeroen Suijs; Peter Borm


Book ID
115611123
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
286 KB
Volume
27
Category
Article
ISSN
0899-8256

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Min-max certainty equivalence principle
โœ Pierre Bernhard; Alain Rapaport ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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