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On Decision Making Under Uncertainty

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Numerical Methods and Applications (NMA 2022)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 13858))

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Abstract

Decision-making under uncertainty has recently received an increasing amount of interest in the context of dynamical games. Here we study a discrete dynamical game on an infinite-time horizon. This game is used for modelling optimal control problems in the presence of unknown disturbances. The main result provides a necessary condition of Pontryagin’s maximum principle type. The presented example illustrates the possible practical applications.

This work has been partially supported by the Sofia University “St. Kliment Ohridski” Fund “Research & Development” under contract 80-10-180/27.05.2022, by the Bulgarian Ministry of Science and Higher Education National Fund for Science Research under contract KP-06-H22/4/ 04.12.2018, by the Center of Excellence in Informatics and ICT, Grant No. BG05M2OP001-1.001-0003 (financed by the Science and Education for Smart Growth Operational Program (2014-2020) and co-financed by the European Union through the European structural and investment funds).

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References

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Author information

Authors and Affiliations

  1. Department of Mathematics and Informatics, University of Sofia, 5 James Bourchier Blvd, Sofia, 1164, Bulgaria

    Mikhail I. Krastanov & Boyan K. Stefanov

  2. Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Str., Bl. 8, Sofia, 1113, Bulgaria

    Mikhail I. Krastanov & Boyan K. Stefanov

Authors
  1. Mikhail I. Krastanov
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  2. Boyan K. Stefanov
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Corresponding author

Correspondence to Boyan K. Stefanov .

Editor information

Editors and Affiliations

  1. Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Sofia, Bulgaria

    Ivan Georgiev

  2. Institute of Mechanics, Bulgarian Academy of Sciences, Sofia, Bulgaria

    Maria Datcheva

  3. Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Sofia, Bulgaria

    Krassimir Georgiev

  4. Sofia University “St. Kliment Ohridski”, Sofia, Bulgaria

    Geno Nikolov

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Krastanov, M.I., Stefanov, B.K. (2023). On Decision Making Under Uncertainty. In: Georgiev, I., Datcheva, M., Georgiev, K., Nikolov, G. (eds) Numerical Methods and Applications. NMA 2022. Lecture Notes in Computer Science, vol 13858. Springer, Cham. https://doi.org/10.1007/978-3-031-32412-3_19

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  • DOI: https://doi.org/10.1007/978-3-031-32412-3_19

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-031-32411-6

  • Online ISBN: 978-3-031-32412-3

  • eBook Packages: Computer ScienceComputer Science (R0)

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