A numerical method for the multistep problem of taking decisions under conditions of uncertainty

Name: A numerical method for the multistep problem of taking decisions under conditions of uncertainty
Creator: Mukhamediev, B. M.
Keywords: conditions of uncertainty, 4. Education, Decision theory for games, approximation of sets of permissible states and controls, Multistage and repeated games, vector objective function, 0101 mathematics, multistep problem of taking decisions, 01 natural sciences

Mukhamediev, B. M.

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USSR Computational Mathematics and Mathematical Physics

Article . 1985 . Peer-reviewed

License: Elsevier TDM

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A numerical method for the multistep problem of taking decisions under conditions of uncertainty

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 1985 English Publisher:Elsevier BVJournal:USSR Computational Mathematics and Mathematical Physics, volume 25, pages 98-105 (issn: 0041-5553,

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Authors: Mukhamediev, B. M.;

doi: 10.1016/0041-5553(85)90081-3

A numerical method for the multistep problem of taking decisions under conditions of uncertainty

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Abstract

Summary: A method is proposed, based on the approximation of sets of permissible states and controls, and it is proved and generalized in the case of a vector objective function.

Keywords

conditions of uncertainty, Decision theory for games, approximation of sets of permissible states and controls, Multistage and repeated games, vector objective function, multistep problem of taking decisions

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