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 
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/
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Voir la notice du chapitre de livre provenant de la source Math-Net.Ru

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.

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