Problemy Upravleniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Probl. Upr.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


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}
Linking options:
  • 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
    Проблемы управления
    Statistics & downloads:
    Abstract page:332
    Full-text PDF :90
    References:77
    First page:22
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024