Dual Effect, Certainty Equivalence, and Separation Revisited: A Counterexample and a Relaxed Characterization for Optimality
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DOI: 10.1109/tac.2022.3151189
Abstract: In this article, we study the optimality of control policies admitting certainty equivalence or separation (of estimation and control) in discrete-time stochastic control, with the following two main contributions. We first revisit the influential theorem… read more here.
Keywords: dual effect; certainty equivalence; control; equivalence separation ... See more keywords