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Extend Deterministic Equivalent policies to work with general uncertainties #15

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@andrewrosemberg

Currently, Deterministic Equivalent policies only work with uncertainties that have the same size as the state.

The problem is that we haven't decided how to properly take into account the initial state when inferring the policy. Currently, we just sum the initial state to the uncertainty in the first stage:

uncertainties_stage = initial_state .+ uncertainties_stage

But this is not general.

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  1. andrewrosemberg commented on Jan 26, 2026

    @andrewrosemberg
    MemberAuthor

    done in #16

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