A Note on Certainty Equivalence in Dynamic Planning
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Cited in
(36)- Optimal control in wide-sense stationary continuous-time stochastic models
- Frequency-domain approach to the regulation of linear stochastic systems
- The effect on optimal consumption on increased uncertainty in labor income in the multiperiod case
- A constrained optimal control program in APL
- Aggregate production planning by stochastic control
- Computational aspects in applied stochastic control
- A linear-quadratic Gaussian approach to dynamic information acquisition
- Optimal feedback stabilization policy with asymmetric loss functions
- Constructing a quasi-concave quadratic objective function from interviewing a decision maker
- A model for ordinally constructing additive objective functions
- Risk matters: breaking certainty equivalence in linear approximations
- Dynamic nonlinear modelization of operational supply chain systems
- Bounds on the value of information in uncertain decision problems II
- Multi-class dynamic inventory rationing with stochastic demands and backordering
- A hamiltonian formulation of risk-sensitive Linear/quadratic/gaussian control
- Bounds on the value of information in uncertain decision problems
- Feedback control systems with low-frequency stochastic disturbances
- Dynamic certainty equivalents in production smoothing theory
- Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling
- Control: a perspective
- Kalman 1960: the birth of modern system theory
- Easy affine Markov decision processes
- Optimal Regulation of a Class of Linear Stochastic Systems Relative to Quadratic Criteria
- Separability, neutrality and certainty equivalence†
- Caution and probing in stochastic control†
- Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
- C.A.s.S.a.n.D.r.A: Computerized AnalysiS for Supply ChAiN DistRibution Activity
- Constructing a monotonic quadratic objective function in \(n\) variables from a few two-dimensional indifferences.
- Risk sensitive linear approximations
- An overview of George Box's contributions to process monitoring and feedback adjustment
- State estimation bias induced by optimization under uncertainty and error cost asymmetry is likely reflected in perception
- Estimation and inference in distributional reinforcement learning
- Linear-state control problems and differential games: deterministic and stochastic systems
- Myopic optimal strategies for a class of continuous-time deterministic and stochastic control problems
- A classification system for economic stochastic control models
- Stochastic control for economic models: past, present and the paths ahead
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