Construction of mixed strategies on the basis of stochastic programs (Q1108259)
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English | Construction of mixed strategies on the basis of stochastic programs |
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Construction of mixed strategies on the basis of stochastic programs (English)
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1987
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The optimal control problem in the class of mixed strategies is considered, under the condition that the guaranteed result is minimized. An efficient method of constructing the optimal strategy by means of stochastic program synthesis is given.
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optimal control
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mixed strategies
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stochastic program synthesis
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