Minimax risk (regret) strategy for one class of control problems under dynamic disturbances

DOI10.1134/S00815438080600187zbMath1172.49008MaRDI QIDQ735661

Dmitriy Serkov

Publication date: 23 October 2009

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

zbMATH Keywords

optimal strategydynamic disturbancesSavage's minimax risk (regret) criterion

Mathematics Subject Classification ID

Existence of solutions for minimax problems (49J35)

Cites Work

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