Geodesic
Minimax risk (regret) strategy for one class of control problems under dynamic disturbances
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 14 (2008) no. 2, pp. 192-200

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A controlled system under dynamic disturbances is considered. We formulate the problem of finding a strategy that is optimal in the sense of Savage's minimax risk (regret) criterion, list basic properties of such problems, and describe a construction of a strategy optimal in the above sense for one class of systems containing linear systems. 
@article{TIMM_2008_14_2_a17,
     author = {D. A. Serkov},
     title = {Minimax risk (regret) strategy for one class of control problems under dynamic disturbances},
     journal = {Trudy Instituta matematiki i mehaniki},
     pages = {192--200},
     publisher = {mathdoc},
     volume = {14},
     number = {2},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMM_2008_14_2_a17/}
}
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D. A. Serkov. Minimax risk (regret) strategy for one class of control problems under dynamic disturbances. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 14 (2008) no. 2, pp. 192-200. http://geodesic.mathdoc.fr/item/TIMM_2008_14_2_a17/