Geodesic
On the stochastic program synthesis
Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 1 (1990), pp. 11-21 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

A differential game is considered in the class of the partially programming strategies for the linear objects, when the price of the game is functional, depending on the trajectory for the given moments of time. The optimum strategies, which are programming strategies with finite memory, are constructed by the method of stochastic programming synthesis. It is proved, that the stochastic partially programming max-min is the game price for relevant positional differential game. 
@article{UZERU_1990_1_a1,
     author = {M. S. Gabrielyan and V. K. Stepanyan},
     title = {On the stochastic program synthesis},
     journal = {Proceedings of the Yerevan State University. Physical and mathematical sciences},
     pages = {11--21},
     year = {1990},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/UZERU_1990_1_a1/}
}
TY  - JOUR
AU  - M. S. Gabrielyan
AU  - V. K. Stepanyan
TI  - On the stochastic program synthesis
JO  - Proceedings of the Yerevan State University. Physical and mathematical sciences
PY  - 1990
SP  - 11
EP  - 21
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/UZERU_1990_1_a1/
LA  - ru
ID  - UZERU_1990_1_a1
ER  - 
%0 Journal Article
%A M. S. Gabrielyan
%A V. K. Stepanyan
%T On the stochastic program synthesis
%J Proceedings of the Yerevan State University. Physical and mathematical sciences
%D 1990
%P 11-21
%N 1
%U http://geodesic.mathdoc.fr/item/UZERU_1990_1_a1/
%G ru
%F UZERU_1990_1_a1
M. S. Gabrielyan; V. K. Stepanyan. On the stochastic program synthesis. Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 1 (1990), pp. 11-21. http://geodesic.mathdoc.fr/item/UZERU_1990_1_a1/

[1] N. N. Krasovskii, Upravlenie dinamicheskimi sistemami, Nauka, M., 1985 | MR

[2] A. N. Shiryaev, Veroyatnost, Nauka, M., 1980 | MR | Zbl

[3] R. Sh. Liptser, A. N. Shiryaev, Statistika sluchainykh protsessov, Gl. 11–17, Nauka, M., 1974, 437–683 | MR | Zbl

[4] M. S. Gabrielyan, Differentsialnye igry pri $m$ tselevykh mnozhestvakh, Avtoreferat na soisk. uch. st. doktora fiz.-mat. nauk, EGU, Er., 1986

[5] Beskonechnye antagonisticheskie igry, Sb. statei, Fizmatgiz, M., 1963

[6] V. K. Stepanov, “O suschestvovanii tseny v odnoi differentsialnoi igre”, Sb. dokl. VII konf. molodykh uch. Inst. mekh. AN Arm. SSR, Erevan, 1988