Minimax risk (regret) strategy for control problems for the system under dynamic disturbances
Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 2 (2008), pp. 132-135 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper presents an approach based on the minimax risk (regret) criterion of Savage to the solution of the control problem for the system under dynamic disturbances. For comparison of the strategies arising in the approach with the optimal feedback control (in the sense of the differential games theory) the system with simple motions is considered.
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     title = {Minimax risk (regret) strategy for control problems for the system under dynamic disturbances},
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D. A. Serkov. Minimax risk (regret) strategy for control problems for the system under dynamic disturbances. Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 2 (2008), pp. 132-135. http://geodesic.mathdoc.fr/item/VUU_2008_2_a43/

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