Minimax decisions in some problems of control with many sources of disturbances

Andrzej Grzybowski. "Minimax decisions in some problems of control with many sources of disturbances." Mathematica Applicanda 17.31 (1989): null. <http://eudml.org/doc/293329>.

@article{AndrzejGrzybowski1989,
abstract = {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.},
author = {Andrzej Grzybowski},
journal = {Mathematica Applicanda},
keywords = {Optimal stochastic control; Discrete-time systems},
language = {eng},
number = {31},
pages = {null},
title = {Minimax decisions in some problems of control with many sources of disturbances},
url = {http://eudml.org/doc/293329},
volume = {17},
year = {1989},
}

TY - JOUR
AU - Andrzej Grzybowski
TI - Minimax decisions in some problems of control with many sources of disturbances
JO - Mathematica Applicanda
PY - 1989
VL - 17
IS - 31
SP - null
AB - 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.
LA - eng
KW - Optimal stochastic control; Discrete-time systems
UR - http://eudml.org/doc/293329
ER -