scientific article; zbMATH DE number 4150069

zbMATH Open0701.93107MaRDI QIDQ3479957FDOQ3479957

Authors: Alex V. Kolnogorov 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

minimax approachoptimal minimax strategyhomogeneous process with independent valuesHPIVoptimal Bayesian control strategyoptimal expedient behavior

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (3)

• 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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