Game-theoretic methods of stochastic optimal control and decision making under incomplete information about state. Part 2

被引：0
|
作者：
Baranov, V.V. [1 ]
机构：
[1] Tsentr Issledovanij Ustoychivosti i, Nelinejnoj Dinamiki pri IMASh RAN, Moscow, Russia
来源：
Avtomatika i Telemekhanika | 1999年 / 04期
关键词：
Algorithms - Decision making - Game theory - Stochastic control systems;
D O I：
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中图分类号：
学科分类号：
摘要：
The problem of stochastic control with discrete time under incomplete information about state is considered. Methods of decision making based on problem decomposition into set of interdependent problems of control, diagnostics and choice of structural alternatives are developed. Their best common decision are the dynamic balances. Sufficient conditions of asymptotic stationarity and Ε-stationarity of balances are determined. Computational algorithms of Ε-stationary and stationary balances are obtained.
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页码：65 / 78
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