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Result-and-risk-guaranteed solution of a multicriterion dynamic problem

  • Control in Social Economic Systems
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Abstract

Consideration was given to the class of multicriterion linear-quadratic dynamic problems under uncertainty. A constructive method to determine a result-and-risk-guaranteed solution was presented.

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Original Russian Text © K.S. Sorokin, 2009, published in Avtomatika i Telemekhanika, 2009, No. 3, pp. 123–135.

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Sorokin, K.S. Result-and-risk-guaranteed solution of a multicriterion dynamic problem. Autom Remote Control 70, 457–468 (2009). https://doi.org/10.1134/S0005117909030114

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  • DOI: https://doi.org/10.1134/S0005117909030114

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