A method of stationary equilibria in problems of dynamic decision making under uncertainty relative to the state (I)

A problem of stochastic control with discrete time under uncertainty relati ve to the state and necessity of choosing a parameter having the sense of a strategical alternative is considered. The transition function is defined on the observed component of the state. Formalization methodology and metho ds fur solving the problem based on the principles of decomposition, equili bria, and structural transformations are developed. By applying these metho ds, the original problem can be reduced to the game-theoretic statement of a nonantagonistic problem whose solutions are stationary equilibria. Equiva lent versions of the necessary and sufficient conditions of stationary equi libria are obtained.