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Timestamp:
04/28/10 00:16:27 (15 years ago)
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zimamiro
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  • applications/dual/SIDP/text/ch3.tex

    r917 r918  
    2828P�u�it�etody Certainty equivalent control (CEC) [ref] se v rovnici pro o��nou ztr� nahrad��dn�eli�y sv��mi hodnotami. O��n�tr� tak p� v 
    2929\begin{gather} 
     30\label{CE} 
    3031J_N(I_N, \theta_N)=g_N(y_N),\\ 
    3132J_t(I_t, \theta_t)=\min_{u_t \in U_t}\left\{g_t(y_t,u_t,\hat{v}_t) +J_{t+1}(I_t,\theta_{t+1},u_t,\hat{y}_{t+1}))|I_t,\theta_t,u_t\right\}, \\ \qquad t=0,\ldots,N-1,