The aim of the paper is to provide a linearization approach to the See PDF-control problems. We begin by proving a semigroup-type behaviour of the set of constraints appearing in the linearized formulation of (standard) control problems. As a byproduct we obtain a linear formulation of the dynamic programming principle. Then, we use the See PDF approach and the associated linear formulations. This seems to be the most appropriate tool for treating See PDF problems in continuous and lower semicontinuous...
The aim of the paper is to provide a linearization approach to the -control problems. We begin by proving a semigroup-type behaviour of the set of constraints appearing in the linearized formulation of (standard) control problems. As a byproduct we obtain a linear formulation of the dynamic programming principle. Then, we use the approach and the associated linear formulations. This seems to be the most appropriate tool for treating problems in continuous and lower semicontinuous setting.
In this note we consider the estimation of the differential entropy of a probability density function. We propose a new adaptive estimator based on a plug-in approach and wavelet methods. Under the mean error, , this estimator attains fast rates of convergence for a wide class of functions. We present simulation results in order to support our theoretical findings.
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