No-regret optimal control redefinition and consequences
Résumé
In this paper, we redefine the notion of no-regret control introduced by J.L.Lions in [2](original idea by Savage in statistics [4]), this new definition is based on taking spermium upon the states y (0, g) instead of taking spermium on missing data g. The main interest is that this definition gives a more simple characterization of no-regret optimal control comparing to the optimality systems in [2], [5] and [6].
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