Control in Social Economic Systems

Result-and-risk-guaranteed solution of a multicriterion dynamic problem

K. S. Sorokin

Lomonosov State University, Moscow, Russia

Abstract: Consideration was given to the class of multicriterion linear-quadratic dynamic problems under uncertainty. A constructive method to determine a result-and-risk-guaranteed solution was presented.

PACS: 02.30.Yy, 02.50.Le

Presented by the member of Editorial Board: F. T. Aleskerov

Received: 24.12.2007

 English version: Automation and Remote Control, 2009, 70:3, 457–468

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