MULTISTAGE DECISION-MAKING PROBLEMS WITH HETEROGENEOUS PREFERENCES UNDER CONDITIONS OF SUBJECTIVE UNCERTAINTY

A class of optimal multistage decision-making procedures in an n-player hierarchical system is considered. There are complex variational problems with interdependent variables on sets of mappings of player control spaces defined by certain constraints. For the model with subjective uncertainty, the variational problems are reduced to simpler problems on the original control sets and the structure of optimal strategies is determined.