On some properties of the control problem under a program disturbance in a formalization based on the minimax risk (regret) criterion

DOI10.1134/S008154381102012XMaRDI QIDQ643815zbMATH OpenOpenAlexFDO

Authors Dmitriĭ A. Serkov

Publication date 2 November 2011

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

Full work available at URL https://doi.org/10.1134/s008154381102012x

zbMATH Keywords

optimal controlprogram disturbanceSavage criterion

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Optimality conditions for problems involving ordinary differential equations (49K15) Perturbations in control/observation systems (93C73)

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Cited in

(3)

• Joint choice of program and economic mechanism under uncertainty
• Risk minimization under functional constraints on the dynamic disturbance
• Minimax risk (regret) strategy for one class of control problems under dynamic disturbances

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