Abstract:
A new approach to the decision making in automatic control systems (ACS) under conditions of a risk is suggested, which reduces to the use of a risk function as an equivalent criterion along with the initial one. It is assumed that only the bounds of changes of uncertainties are known, but any statistical characteristics are unavailable. A formalized procedure of making guaranteed decisions is worked up and their existence is proved under constraints that are common in the mathematical theory of games.
Presented by the member of Editorial Board:V. V. Kul'ba