Construction of mixed strategies on the basis of stochastic programs

DOI10.1016/0021-8928(87)90055-4zbMath0653.93070OpenAlexW2073772620MaRDI QIDQ1108259

A. N. Krasovskii

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

zbMATH Keywords

optimal controlmixed strategiesstochastic program synthesis

Mathematics Subject Classification ID

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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On the numerical solution of a minimax control problem with a positional functional ⋮ On a minimax control problem for a positional functional under geometric and integral constraints on control actions ⋮ The problem of conflicting control with mixed constraints ⋮ ON CALCULATING THE VALUE OF A DIFFERENTIAL GAME IN THE CLASS OF COUNTER STRATEGIES ⋮ A problem of conflict control with hereditary information. ⋮ The optimization of a guaranteed result with a delay in the control ⋮ Differential games on minmax of the positional quality index ⋮ Guarantee optimization in functional-differential systems with a control aftereffect

Cites Work

• On the Canonical Hida-Craméer Representation for Random Processes
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