Decision Making Under Uncertainty. Paper Presented on IIASA's 20th Anniversary

IIASA celebrated its twentieth anniversary on May 12-13 with its fourth general conference, IIASA '92: An International Conference on the Challenges to Systems Analysis in the Nineties and Beyond. The conference focused on the relations between environment and development and on studies that integrate the methods and findings of several disciplines. The role of systems analysis, a method especially suited to taking account of the linkages between phenomena and of the hierarchical organization of the natural and social world, was also assessed, taking account of the implications this has for IIASA's research approach and activities. This paper is one of six IIASA Collaborative Papers published as part of the report on the conference, an earlier instalment of which was Science and Sustainability, published in 1992. When policy advisors come to appreciate that real uncertainty will affect the application of their recommendations they usually respond in one of two ways: (1) They may say that there are many possibilities, and then prepare a scenario for each; knowing the options advances the policy maker a little but his real decision making is not advanced, and on that he is left without advice. (2) They say that the uncertainties are so great that action had better be delayed until more is known; this recommendation for inaction is often very attractive to a policymaker, especially if getting more knowledge will mean waiting to enact some unpopular measure until a successor takes over the office. Since there are no situations in which data is complete and exact, what can be done? That question is specially relevant to environmental decisions. At least policy can avoid what is called the prisoners' dilemma, where two people making rational decisions independently, i.e., each not knowing what the other will decide, can put themselves into a worse condition than if they make certain decisions that from the individual viewpoint are irrational, and much worse than if they participate in a collective decision. French indicative planning, now less favored than it was, aims to spread knowledge to each enterprise in an industry of what the competitors are intending, in the hope that that that will mean better decisions all around. A special case is what economists call externality, where a piece of common property is exploited by independent individuals, solitary choosers. One of the questions is whether the prisoner's dilemma and externalities can be handled by dissemination of information alone, or whether some form of compulsion is required, for example compulsion in the form of required pollution permits. These would give those who choose to buy them a marketable permission to exploit, and it can be shown that the outcome is economically superior to any instruction from above. Professor Krasovskii provides some models, simple in form but sophisticated in substance, that show the nature of the problem of uncertainty in decision making, and how at least in theory it can he dealt with

Regularized extremal shift in problems of stable control

We discuss a technical approach, based on the method of regularized extremal shift (RES), intended to help solve problems of stable control of uncertain dynamical systems. Our goal is to demonstrate the essence and abilities of the RES technique; for this purpose we construct feedback controller for approximate tracking a prescribed trajectory of an inaccurately observed system described by a parabolic equation. The controller is "resource-saving" in a sense that control resource spent for approximate tracking do not exceed those needed for tracking in an "ideal" situation where the current values of the input disturbance are fully observable. © 2013 IFIP International Federation for Information Processing.German Sci. Found. (DFG) Eur. Sci. Found. (ESF);Natl. Inst. Res. Comput. Sci. Control France (INRIA);DFG Research Center MATHEON;Weierstrass Institute for Applied Analysis and Stochastics (WIAS);European Patent Offic

Construction of strategies of pursuers in a differential game of many players with state and integral constraints

The approach of a group of controlled objects, the pursuers, to another one, the evaders, is considered. The motions of all the objects are described by simple differential equations. The control functions of players are subjected to integral constraints. The amount of control resources such as fuel, energy etc. are described by such constraints. Given a non-empty convex subset of Rn all objects move in this set. If the position of each evader yj , j ∈ {1, 2, ..., k}, coincides with the position of a pursuer xi, i ∈ {1, ..., m}, at some time tj , i.e. xi(tj ) = yj (tj ), then we say that pursuit can be completed. The total resource of the pursuers is assumed to be greater than that of the evaders. We show that pursuit can be completed in this differential game