scientific article; zbMATH DE number 4150069

MaRDI QIDQ3479957zbMATH OpenFDO

Authors Alex V. Kolnogorov

Publication date 1989

zbMATH Keywords

homogeneous process with independent valuesHPIVminimax approachoptimal Bayesian control strategyoptimal expedient behavioroptimal minimax strategy

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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(5)

• Behavior strategy in a stationary environment with an unimprovable guaranteed mean-income convergence bound
• Justification of two heuristic methods in the problem of expedient behavior in a stationary medium
• A simple strategy of behavior in a stationary medium with exponential guaranteed convergence rate
• On optimum strategies for minimizing the exponential moments of a loss function
• Finding minimax strategy and minimax risk in a random environment (the two-armed bandit problem)

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