Geodesic
Minimax decisions in some problems of control with many sources of disturbances
Mathematica Applicanda, Tome 17 (1989) no. 31, pp. 5-16.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

In the paper, a stochastic system with many sources of disturbances is considered. These disturbances have distributions belonging to the exponential family with some unknown parameters. Moreover, it is assumed that a control is disturbed too. A horizon of control is a random variable with a known distribution. Under some additional assumptions the problem of Bayes and minimax control of such system is solved.
DOI : 10.14708/ma.v17i31.1761
Classification : 93E20 (93C55)
Mots-clés : Optimal stochastic control, Discrete-time systems 
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Andrzej Grzybowski. Minimax decisions in some problems of control with many sources of disturbances. Mathematica Applicanda, Tome 17 (1989) no. 31, pp.  5-16. doi : 10.14708/ma.v17i31.1761. http://geodesic.mathdoc.fr/articles/10.14708/ma.v17i31.1761/

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