GHW 1d)

GHW 1d)

par Arthur Mellinger-Seron,
Nombre de réponses : 1

Hello, I was wondering if in 1d) D and C were still supposed to be independent, or if we should treat the maximization problem in itself, with C having no link with the scope of the problem (likewise is C still nonnegative a.s.?). 

Thank you

En réponse à Arthur Mellinger-Seron

Re: GHW 1d)

par Reka Inovan,

Hi !

C should fulfill the scope of the problem (i.e., C independent of D, C non-negative a.s., expectation of C less than L-1/lambda), so it gives a valid lower bound on the performance of the scheme.

Best,
Reka