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A note on generating certainty equivalent controls |
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| Authors: | H Hadimoglou and O L R Jacobs |
| Affiliation: | a Department of Engineering Science, University of Oxford, Parks Road, Oxford, England |
| Abstract: | 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. |
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