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

mixed strategiesoptimal controlstochastic program synthesis

Mathematics Subject Classification ID

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

Review text

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.

Recommendations

• Control in mixed strategies on the minimax of an integral functional
• scientific article; zbMATH DE number 1148307
• Deterministic strategy and stochastic programs
• scientific article; zbMATH DE number 569953
• Strategic measures in optimal control problems for stochastic sequences

Cites work

• scientific article; zbMATH DE number 3887573 (Why is no real title available?)
• scientific article; zbMATH DE number 3862969 (Why is no real title available?)
• scientific article; zbMATH DE number 3722491 (Why is no real title available?)
• scientific article; zbMATH DE number 3457919 (Why is no real title available?)
• scientific article; zbMATH DE number 3468574 (Why is no real title available?)
• scientific article; zbMATH DE number 733955 (Why is no real title available?)
• scientific article; zbMATH DE number 3801336 (Why is no real title available?)
• scientific article; zbMATH DE number 3385471 (Why is no real title available?)
• On the Canonical Hida-Craméer Representation for Random Processes

Cited in

(17)

• Control in mixed strategies on the minimax of an integral functional
• The problem of conflicting control with mixed constraints
• A problem of conflict control with hereditary information.
• The optimization of a guaranteed result with a delay in the control
• Mixed strategy implementation under ambiguity
• Mixed strategies in maximin testing of robust stabilization performance
• Differential games on minmax of the positional quality index
• Guarantee optimization in functional-differential systems with a control aftereffect
• 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
• On some numeric methods to determinate the guaranteed optimal values
• scientific article; zbMATH DE number 4039676 (Why is no real title available?)
• scientific article; zbMATH DE number 404586 (Why is no real title available?)
• scientific article; zbMATH DE number 1148307 (Why is no real title available?)
• scientific article; zbMATH DE number 1940467 (Why is no real title available?)
• On calculating the value of a differential game in the class of counter strategies
• Control problems for fractional-order systems: formalism of Hamilton-Jacobi equations and methods for constructing optimal feedback strategies

This page was built for publication: Construction of mixed strategies on the basis of stochastic programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1108259)