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Гарантированные Риски И Исходы В «Игре С Природой»

Author

Listed:
  • Жуковский Владислав Иосифович

    (Московский государственный университет им. М.В. Ломоносова)

  • Солдатова Наталья Геннадьевна

    (Московский государственный областной гуманитарный институт)

Abstract

Рассмотрена однокритериальная задача при неопределенности, причем о последней известны только границы изменения, а какие-либо вероятностные характеристики по тем или иным причинам отсутствуют. Предложено два понятия гарантированного одновременно по исходам и рискам решения. Первый базируется на способе принятия решения в двухуровневой иерархической игре двух лиц, второй – на определении векторного максимина. Найден явный вид решения при линейно-квадратичном виде критерия.One-criteria problem under uncertainty is considered. There are only the limits of change that are known about uncertainty. The two concepts of formalization of guaranteed (for outcomes and risks simultaneously) solution are offered. The first concept is based on the method of decision-making in two-level hierarchical game. The second concept is based on the vector-maximin definition. The explicit form of solution under linear-quadratic criterion is found.

Suggested Citation

  • Жуковский Владислав Иосифович & Солдатова Наталья Геннадьевна, 2014. "Гарантированные Риски И Исходы В «Игре С Природой»," Проблемы управления, CyberLeninka;Общество с ограниченной ответственностью "СенСиДат-Контрол", issue 1, pages 14-26.
    • Handle: RePEc:scn:009530:14506725
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