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Risk minimizing strategies for tracking a stochastic target. (English) Zbl 1266.91122

Hömberg, Dietmar (ed.) et al., System modeling and optimization. 25th IFIP TC 7 conference on system modeling and optimization, CSMO 2011, Berlin, Germany, September 12–16, 2011. Revised Selected Papers. Heidelberg: Springer (ISBN 978-3-642-36061-9/hbk; 978-3-642-36062-6/ebook). IFIP Advances in Information and Communication Technology 391, 188-196 (2013).
MSC:  91G80 93E20 91G10
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