On statistical risk functional in a control problem for an object moving in a conflict environment

  • M. E. Shaikin
Optimal Control


A statistical criterion is suggested for a variational problem on constructing an optimal trajectory of evasion of a movable object from detection by a stationary observer. Coordinates of the observer are assumed to be not known exactly but are distributed in the space in accordance with some a priori known probability distribution. The risk functional for the variational problem is taken to be expectation of an integral loss functional (depending on a random parameter) in the deterministic problem, which is calculated in this work.


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Copyright information

© Pleiades Publishing, Ltd. 2011

Authors and Affiliations

  • M. E. Shaikin
    • 1
  1. 1.Trapeznikov Institute of Control SciencesRussian Academy of SciencesMoscowRussia

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