Construction of mixed strategies on the basis of stochastic programs
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Publication:1108259
DOI10.1016/0021-8928(87)90055-4zbMath0653.93070OpenAlexW2073772620MaRDI QIDQ1108259
Publication date: 1987
Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0021-8928(87)90055-4
Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Synthesis problems (93B50) Control/observation systems governed by ordinary differential equations (93C15) Probabilistic games; gambling (91A60) Existence of optimal solutions to problems involving randomness (49J55)
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