Zur
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hrung einer Klasse von Minimum-Problemen der Steuertheorie auf Minimax-Aufgaben
Author:
Lothar von Wolfersdorf a
| Affiliation: | a Sektion Mathematik, Bergakademie Freiberg, Freiberg |
DOI:
10.1080/02331887408801170
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
Under proper assumptions the minimum probiem (1.1) occuring in optimal control theory is reduced to the minimax problem of game theory (2.4). There are suggested some methods to solve this minimax problem. Especially a class of minimas problems (4.3) is treated which is analogous to the games over the unit square.
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