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A discrete-time min-max certainty equivalence principle
Authors:Pierre Bernhard
Abstract:We extend a result of (Bernhard, submitted) to a setup comparable to that provided in (Bernhard and Rapaport, submitted) for the continuous-time case, thus obtaining the most comprehensive certainty equivalence principle for the discrete-time problem to date.
Keywords:Discrete-time systems   Robust control   Minimax   Partial information   Certainty equivalence
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