Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki
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Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki, 2008, Issue 2, Pages 132–135 (Mi vuu98)  
This article is cited in 1 scientific paper (total in 1 paper)

MATHEMATICS

Minimax risk (regret) strategy for control problems for the system under dynamic disturbances

D. A. Serkov

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
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Abstract: The paper presents an approach based on the minimax risk (regret) criterion of Savage to the solution of the control problem for the system under dynamic disturbances. For comparison of the strategies arising in the approach with the optimal feedback control (in the sense of the differential games theory) the system with simple motions is considered.
Received: 14.02.2008
Document Type: Article
UDC: 517.977
Language: Russian
Citation: D. A. Serkov, “Minimax risk (regret) strategy for control problems for the system under dynamic disturbances”, Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki, 2008, no. 2, 132–135
Citation in format AMSBIB
\Bibitem{Ser08}
\by D.~A.~Serkov
\paper Minimax risk (regret) strategy for control problems for the system under dynamic disturbances
\jour Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki
\yr 2008
\issue 2
\pages 132--135
\mathnet{http://mi.mathnet.ru/vuu98}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Вестник Удмуртского университета. Математика. Механика. Компьютерные науки
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