Deterministic strategy and stochastic programs

Abstract The problem of the control which minimizes the guaranteed result /2/ is solved by the method of stochastic synthesis /1/. The object is described by a linear differential equation. The quality indicator is composed of the phase vector at the end of the process and of integrals of samples of the control and dynamic interference. The information element at the current instant of time t is composed of the signal representing the actual motion with the error and of the control history up to the instant t. The information error, the dynamic interference, and the control are constrained by geometric limitations. This paper is related to papers /3–7/.