On the unimprovability of full-memory strategies in the risk minimization problem

DOI10.1134/S008154381409017XMaRDI QIDQ2514865zbMATH OpenFDO

Authors Dmitriĭ A. Serkov

Publication date 4 February 2015

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

zbMATH Keywords

ordinary differential equationfull-memory strategyfunctionally limited disturbancerisk minimization problem

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)

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Cites work

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• scientific article; zbMATH DE number 3468574 (Why is no real title available?)
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• scientific article; zbMATH DE number 3390574 (Why is no real title available?)
• scientific article; zbMATH DE number 3400017 (Why is no real title available?)
• On classes of strategies in differential games of evasion of contact
• On continuous evasion stratigies in game problems on the encounter of motions
• Optimal risk control under functionally restricted perturbation
• Optimization of guaranteed results under functional restrictions on the dynamic disturbance
• The Theory of Statistical Decision

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(5)

• On a solution of a guarantee optimization problem under the functional constraints on the disturbance
• Improving the RHC-strategy
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