Stochastic program synthesis of pure strategies for a positional functional

  • A. N. Krasovskii
  • N. N. Krasovskii
Part of the Systems & Control: Foundations & Applications book series (SCFA)

Abstract

The basic result of this chapter is a new effective calculation procedure for the value of the game p0(t, x) and also the corresponding construction of the optimal strategies u0(·) = u0(t,x,e) and = v0(t, x,ε). These constructions were suggested and developed in [61], [64]-[66], [80], [98]. They are connected with the idea of stochastic program synthesis, which was developed in Ekatherinburg [57], [60], [61], [75], [77], [80], [144].

Keywords

Hull Dition 

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Copyright information

© Birkhäuser Boston 1995

Authors and Affiliations

  • A. N. Krasovskii
    • 1
  • N. N. Krasovskii
    • 2
  1. 1.Faculty of Mathematics and MechanicsUral State UniversityEkaterinburgRussia
  2. 2.Institute of Mathematics and MechanicsEkaterinburg GSPRussia

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