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The certainty equivalence property in stochastic control theory

โœ Scribed by Van de Water, H.; Willems, J.


Book ID
125849356
Publisher
IEEE
Year
1981
Tongue
English
Weight
760 KB
Volume
26
Category
Article
ISSN
0018-9286

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๐Ÿ“œ SIMILAR VOLUMES


A generalized certainty-equivalence resu
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