USING THE TWO THRESHOLD MANAGEMENT STRATEGY IN BINARY RANDOM ENVIRONMENT

Lazutchenko A.N

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Considered the threshold control strategy in a random environment with two actions with binary income. In this formulation of the problem the probability of winning on the actions is fixed in the management, but unknown to the person performing the operation. The purpose of the control is given to the minimax formulation and is to minimize the expectation of the maximum losses of total income and lowering the total loss on a set of environmental parameters. With the help of a computer program was written to simulate the given random environment and found the value of minimax, as well as the parameters of the medium in which it was found. Also, the environment was assayed for total loss of total income, assuming that the values of the set parameters of the environment are distributed evenly, and the threshold value is fixed. Thereafter, total losses were calculated for the two thresholds, the optimal values of which were determined after a full analysis of their possible values. As it turned out, the consideration of additional threshold allowed in the early stages of the cast is not the best option before, which significantly improves the total income. Thus, we have shown that using the two threshold management strategy in a random environment can significantly reduce the total losses of total income on a set of environmental parameters.

Библиографическая ссылка

Лазутченко А.Н ИСПОЛЬЗОВАНИЕ ДВУХПОРОГОВОЙ СТРАТЕГИИ УПРАВЛЕНИЯ В БИНАРНОЙ СЛУЧАЙНОЙ СРЕДЕ // Научное обозрение. Физико-математические науки . 2020. № 1. С. 36-37;
URL: https://physics-mathematics.ru/en/article/view?id=43 (дата обращения: 24.06.2026).