Construction of mixed strategies on the basis of stochastic programs

DOI10.1016/0021-8928(87)90055-4MaRDI QIDQ1108259zbMATH OpenOpenAlexFDO

Authors Andreĭ N. Krasovskiĭ

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

Existence of optimal solutions to problems involving randomness (49J55) Synthesis problems (93B50) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20) Probabilistic games; gambling (91A60)

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Cites work

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Cited in

(15)

• Differential games on minmax of the positional quality index
• scientific article; zbMATH DE number 4039676 (Why is no real title available?)
• Guarantee optimization in functional-differential systems with a control aftereffect
• On the numerical solution of a minimax control problem with a positional functional
• On some numeric methods to determinate the guaranteed optimal values
• A problem of conflict control with hereditary information.
• scientific article; zbMATH DE number 404586 (Why is no real title available?)
• Mixed strategy implementation under ambiguity
• Mixed strategies in maximin testing of robust stabilization performance
• Control in mixed strategies on the minimax of an integral functional
• scientific article; zbMATH DE number 1940467 (Why is no real title available?)
• On a minimax control problem for a positional functional under geometric and integral constraints on control actions
• The optimization of a guaranteed result with a delay in the control
• On calculating the value of a differential game in the class of counter strategies
• The problem of conflicting control with mixed constraints

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