Methods of stationary equilibria in problems of dynamic decision making under uncertainty relative to the state. II

The problem of the stochastic control with discrete time under the uncertainty relative to the state and the necessity of parameter choice is considered. The transition function is given on the observed component of the state. Methods of problem solving are based on principles of decomposition, equilibria and structural transformations. Equivalent variants of necessary and sufficient conditions of stationary equilibria are obtained. The computational algorithms are developed on their base.