On decision making under uncertainty

DOI10.1007/978-3-031-32412-3_19MaRDI QIDQ6097203zbMATH OpenOpenAlexFDO

Authors Mikhail Krastanov, Boyan K. Stefanov

Publication date 12 June 2023

Published in Numerical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-32412-3_19

zbMATH Keywords

discrete-time gamesdisturbancesoptimal control problemsPontryagin maximum principle

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Decision theory (91B06)

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Cites work

• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
• Dynamic programming and optimal control. Vol. 1.
• Optimal control with engineering applications.
• Optimality conditions for discrete-time optimal control on infinite horizon
• Set-valued analysis
• Singular linear-quadratic zero-sum differential games and \(H_\infty\) control problems. Regularization approach

Cited in

(16)

• Managing information uncertainty and complexity in decision-making
• Dynamic diagnostic and decision procedures under uncertainty
• Sequential decisions under uncertainty and the maximum theorem
• ON THE INCLUSION OF VARIANCE IN DECISION MAKING UNDER UNCERTAINTY
• Decision Making with Dynamic Uncertain Events
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• Decision Making Over Time and Under Uncertainty: A Common Approach
• A game theory formulation of decision making under conditions of uncertainty and risk
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• Gambling Under Unknown Probabilities as Proxy for Real World Decisions Under Uncertainty
• On a generalization of one game control problem in the class of finitely additive measures

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