Game-theoretic methods for stochastic control and decision-making under uncertainty relative to the state in the conditions of the associated base: I

The problem of stochastic control and decision-making under uncertainty rel ative to the state in the conditions when the dynamics is given on the outc omes is considered. Game-theoretic methods for decisionmaking, based on the decomposition of the problem into a set of interdependent problems of cont rol, diagnosis of the state, and choice of structural alternatives, whose s olutions are dynamic equilibria, are developed. Existence conditions and cr iteria are obtained. Computational algorithms for the dynamical and epsilon -stationary equilibria are designed.