certainty equivalenceの例文


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  1. This property, which gives a zero expected value of including uncertainty, is called certainty equivalence.
  2. This result, known as " certainty equivalence ", drastically reduces the computational burden on a representative decision maker.
  3. There is no certainty equivalence as in the older literature, because the coefficients of the control variables that is, the returns received by the chosen shares of assets are stochastic.
  4. He also worked on uncertainty theory, notably the theory of " first order certainty equivalence " ( 1969 ) and the relationship between individual risks and social risks ( 1972, 1973 ).
  5. Any deviation from the above assumptions a nonlinear state equation, a non-quadratic objective function, noise in the multiplicative parameters of the model, or decentralization of control causes the certainty equivalence property not to hold.


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