Dynamic decision methods in the presence of uncertainty in the state and the dynamics

The article considers the problem of dynamic decision under uncertainty in the state and in its dynamics. Game models and identification and decision methods are developed that ensure consistency and asymptotic stationarity of dynamic equilibria.This study was partially financed by the Russian Foundation of Basic Research (95-01-01137).Translated from Nelineinye Dinamicheskie Sistemy: Kachestvennyi Analiz i Upravlenie — Sbornik Trudov. No. 3. pp. 10–22, 1993.