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Outcome- and risk-guaranteed solution of a multiple objective dynamical problem

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A multiple objective dynamical problem under uncertainty is solved for an optimal combination of outcomes and risks. A linear-quadratic form is considered, which leads to an explicit solution for a fairly wide class of problems.

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Authors and Affiliations

  1. Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russia

    K. S. Sorokin

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  1. K. S. Sorokin
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Correspondence to K. S. Sorokin.

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Translated from Prikladnaya Matematika i Informatika, No. 28, pp. 73–92, 2008.

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Sorokin, K.S. Outcome- and risk-guaranteed solution of a multiple objective dynamical problem. Comput Math Model 20, 71–84 (2009). https://doi.org/10.1007/s10598-009-9021-6

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  • DOI: https://doi.org/10.1007/s10598-009-9021-6

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