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Problemy Upravleniya, 2014, Issue 1, Pages 14–26 (Mi pu827)  

This article is cited in 1 scientific paper (total in 1 paper)

Mathematical problems in management

Guaranteed risks and outcomes in “game against nature”

V. I. Zhukovskiya, N. G. Soldatovab

a M. V. Lomonosov Moscow State University
b Moscow State Regional Institute of Humanities, Orekhovo-Zuevo
References:
Abstract: One-criteria problem under uncertainty is considered. There are only the limits of change that are known about uncertainty. The two concepts of formalization of guaranteed (for outcomes and risks simultaneously) solution are offered. The first concept is based on the method of decision-making in two-level hierarchical game. The second concept is based on the vector-maximin definition. The explicit form of solution under linear-quadratic criterion is found.
Keywords: strategy, uncertainty, criterion, minimax regret and maximin, vector-optimum.
Document Type: Article
UDC: 658(075.8)
Language: Russian
Citation: V. I. Zhukovskiy, N. G. Soldatova, “Guaranteed risks and outcomes in “game against nature””, Probl. Upr., 2014, no. 1, 14–26
Citation in format AMSBIB
\Bibitem{ZhuSol14}
\by V.~I.~Zhukovskiy, N.~G.~Soldatova
\paper Guaranteed risks and outcomes in ``game against nature''
\jour Probl. Upr.
\yr 2014
\issue 1
\pages 14--26
\mathnet{http://mi.mathnet.ru/pu827}
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  • https://www.mathnet.ru/eng/pu827
  • https://www.mathnet.ru/eng/pu/v1/p14
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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