IEEE Transactions on Automatic Control, Vol.39, No.11, 2321-2324, 1994
On the Certainty Equivalence Principle and the Optimal-Control of Partially Observed Dynamic-Games
The purpose of this note is to explain that while in general the certainty equivalence controller does not achieve the optimal value of a dynamic min-max game with partial information, the optimal controller may be determined using the recently developed information state approach. Examples are provided, illustrating when the certainty equivalence controller is or is not optimal.