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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2008, Volume 14, Number 2, Pages 192–200
(Mi timm35)
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This article is cited in 2 scientific papers (total in 2 papers)
Differential equations
Minimax risk (regret) strategy for one class of control problems under dynamic disturbances
D. A. Serkov
Abstract:
A controlled system under dynamic disturbances is considered. We formulate the problem of finding a strategy that is optimal in the sense of Savage's minimax risk (regret) criterion, list basic properties of such problems, and describe a construction of a strategy optimal in the above sense for one class of systems containing linear systems.
Received: 05.02.2008
Citation:
D. A. Serkov, “Minimax risk (regret) strategy for one class of control problems under dynamic disturbances”, Trudy Inst. Mat. i Mekh. UrO RAN, 14, no. 2, 2008, 192–200; Proc. Steklov Inst. Math. (Suppl.), 263, suppl. 2 (2008), S202–S211
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https://www.mathnet.ru/eng/timm35 https://www.mathnet.ru/eng/timm/v14/i2/p192
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Abstract page: | 799 | Full-text PDF : | 97 | References: | 86 |
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