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Dual Effect, Certainty Equivalence, and Separation Revisited: A Counterexample and a Relaxed Characterization for Optimality - MaRDI portal

Dual Effect, Certainty Equivalence, and Separation Revisited: A Counterexample and a Relaxed Characterization for Optimality (Q6093045)

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scientific article; zbMATH DE number 7734690
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English
Dual Effect, Certainty Equivalence, and Separation Revisited: A Counterexample and a Relaxed Characterization for Optimality
scientific article; zbMATH DE number 7734690

    Statements

    Dual Effect, Certainty Equivalence, and Separation Revisited: A Counterexample and a Relaxed Characterization for Optimality (English)
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    6 September 2023
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    certainty equivalence
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    control policy optimality
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    discrete-time stochastic control problems
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    dual effect
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    dual freeness
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    NDE
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    no-dual-effect properties
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    possibly nonlinear measurement function
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    relaxed characterization
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