Min-max certainty equivalence principle
โ
Pierre Bernhard; Alain Rapaport
๐
Article
๐
1996
๐
John Wiley and Sons
๐
English
โ 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