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Dec
7
comment Calculating the Probability of N people attending the wedding.
you don't need independence...expectation is linear
Jan
18
comment Show the iff statement of lower semicontinuous
Their equivalence is trivial, it's the same as the two equivalent definitions of continuity.
Sep
25
comment Is this a common (nonlinear?) optimal control problem?
Thanks copper.hat. Do you have a reference for setting up Monte Carlo for this?
Sep
25
comment Is this a common (nonlinear?) optimal control problem?
The expectation can't be computed analytically. How can this be solved using monte carlo? Is there another numeric method for solving it without probability?
Sep
25
comment Is this a common (nonlinear?) optimal control problem?
can you elaborate a little bit on your last sentence?