Abstract
A new approach to the decision making in automatic control systems (ACS) under conditions of a risk is suggested, which reduces to the use of a risk function as an equivalent criterion along with the initial one. It is assumed that only the bounds of changes of uncertainties are known, but any statistical characteristics are unavailable. A formalized procedure of making guaranteed decisions is worked up and their existence is proved under constraints that are common in the mathematical theory of games.
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Zhukovskaya, L.V., Mikrin, E.A. A New Approach to Estimation of the Effectiveness of Control Decisions under Conditions of Risk in ACS's. Automation and Remote Control 65, 654–659 (2004). https://doi.org/10.1023/B:AURC.0000023542.42700.ee
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DOI: https://doi.org/10.1023/B:AURC.0000023542.42700.ee