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JOURNALS // Proceedings of the Yerevan State University, series Physical and Mathematical Sciences // Archive

Proceedings of the YSU, Physical and Mathematical Sciences, 1990 Issue 1, Pages 11–21 (Mi uzeru788)

Mathematics

On the stochastic program synthesis

M. S. Gabrielyan, V. K. Stepanyan

Yerevan State University

Abstract: A differential game is considered in the class of the partially programming strategies for the linear objects, when the price of the game is functional, depending on the trajectory for the given moments of time. The optimum strategies, which are programming strategies with finite memory, are constructed by the method of stochastic programming synthesis. It is proved, that the stochastic partially programming max-min is the game price for relevant positional differential game.

UDC: 518.9

Received: 15.03.1989
Accepted: 28.03.1990



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