Risk minimization under functional constraints on the dynamic disturbance

MaRDI QIDQ3465208zbMATH OpenFDO

Authors Dmitriĭ A. Serkov

Publication date 21 January 2016

Full work available at URL http://mathnet.ru/eng/iimi292

zbMATH Keywords

full memory strategyfunctionally limited disturbanceSavage criterion

Mathematics Subject Classification ID

Problems with incomplete information (optimization) (49N30) Optimal feedback synthesis (49N35) Differential games and control (49N70) Control/observation systems governed by ordinary differential equations (93C15)

Recommendations

• Minimax risk (regret) strategy for one class of control problems under dynamic disturbances
• On the unimprovability of full-memory strategies in the risk minimization problem
• Optimal risk control under functionally restricted perturbation
• On some properties of the control problem under a program disturbance in a formalization based on the minimax risk (regret) criterion
• scientific article; zbMATH DE number 3978968

Cited in

(4)

• On the unimprovability of full-memory strategies in the risk minimization problem
• Optimal risk control under functionally restricted perturbation
• scientific article; zbMATH DE number 714490 (Why is no real title available?)
• Minimax risk (regret) strategy for one class of control problems under dynamic disturbances

This page was built for publication: Risk minimization under functional constraints on the dynamic disturbance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3465208)