Zur l
sung einer minimax-aufgabe mit anwendung auf ein problem der optimalen steuerung l
Author:
Lothar von Wolfersdorf a
| Affiliation: | a Sektion Mathematik, Bergakademie Freiberg, Freiberg (Sachs.) |
DOI:
10.1080/02331887208801082
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
With the help of the NEYMAN-PEARSON lemma there are given general assertions about the form of the solutions of the minimax problem (3), (4), (5) with the restrictions (A), (B1), (B2) and the additional assumptions (C), (D). If the additional assumption (E) is fulfilled, too, the solutions can be calculated by means of the VOLTERA integral equations (34), (35). In part II of the paper a class of optimal control problems will be solved by this method.
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