Transactions of KarRC RAS :: Scientific publications

А.Н. Лазутченко.

О робастном управлении в случайной среде, характеризуемой нормальным распределением доходов с различными дисперсиями

// Труды КарНЦ РАН. No 10. Сер. Математическое моделирование и информационные технологии. 2015. C. 107-113

A.N. Lazutchenko. Robust control in a random environment characterized by a normal distribution of incomes with different variances // Transactions of Karelian Research Centre of Russian Academy of Science. No 10. Mathematical Modeling and Information Technologies. 2015. Pp. 107-113

Keywords: robust control; random environment; two-armed bandit problem

The problem of optimal control in a random environment (also known as the two- armed bandit problem) is considered. The equations for calculating Bayes risks and losses are obtained for incomes with diﬀerent variances. The results of calculations are given. The results were checked by simulation Monte-Carlo

URL: http://journals.krc.karelia.ru/index.php/mathem/article/view/156

DOI: 10.17076/mat156

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