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Merge pull request #19 from DonnaVakalis/patch-3
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Update certainty-equivalence.qmd
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adityam authored Feb 9, 2024
2 parents 0da9060 + 2b0f3db commit f2c2455
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2 changes: 1 addition & 1 deletion stochastic-optimization/certainty-equivalence.qmd
Original file line number Diff line number Diff line change
Expand Up @@ -37,7 +37,7 @@ We have that
\\
&=
\NORM{ a - w_\circ }_2^2 + \EXP[ \NORM{ w_\circ - W }_2^2 ]
+ \EXP[ (a - w_\circ)^\TRANS (w_\circ - W) ]
+ 2 \EXP[ (a - w_\circ)^\TRANS (w_\circ - W) ]
\\
&=
\NORM{ a - w_\circ }_2^2 + \EXP[ \NORM{ w_\circ - W }_2^2 ]
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