The article consists of two parts. The first part is devoted to general questions that are related to uncertainty: causes and sources of uncertainties appearance, classification of uncertainties in economic systems and approach to their assessment. In the second part the concept of maximin, based on the principle of guaranteed result (Wald’s principle) is considered. In this case, maximin is interpreted from viewpoint of two-level hierarchical game. On the basis of the maximin concept, a guaranteed solution in outcomes for K-stage positional single-criterion linear quadratic problem under uncertainty is formalized. An explicit form of the guaranteed solution for this problem is found
Nash equilibrium, Berge equilibrium, uncertainty, maximin, difference (multi-stage) system
1. WENTZEL, E. S. (1980) Issledovanie operatsii: zadachi, printsipy, metodologiya (Operations Research: Problems, Principles, Methodology). Moscow: Nauka.
2. ZHUKOVSKIY, V. I. and KUDRYAVTSEV, K. N. (2012) Uravnoveshivanie konfliktov i prilozheniya (Equilibrating Conflicts and Applications). Moscow:URSS.
3. SALUKVADZE, M. E. and ZHUKOVSKIY, V. I. (2020) The Berge Equilibrium: A Game-Theoretic Framework for the Golden Rule of Ethics. Springer.
4. CHERKASOV, V. V. (1996) Delovoi risk v predprinimatel’skoi deyatel’nosti (Business Risk in Entrepreneurship). Kiev: Libra.
5. KNIGHT, F. H. (1921) Risk, Uncertainty, and Profit. Boston: Houghton Mifflin.
6. MOISEEV, N. N. (1975) Elementy teorii optimal’nykh sistem (Elements of the Theory of Optimal Systems). Moscow: Nauka.
7. DIEV, V. S. (2001) Upravlencheskie resheniya: neopredelennost’, modeli, intuitsiya (Managerial Decisions: Uncertainty, Models, Intuition). Novosibirsk: Novosibirsk. Gos. Univ..
8. BEREZIN, S. F., LAVROVSKII, B. L., RYBAKOVA, T. A. AND SATANOVA, E. A. (1983) Faktor neopredelennosti v mezhotraslevykh modelyakh (The Uncertain Factor in Interdisciplinary Models). Novosibirsk: Nauka.
9. WALD, A. (1939) Contribution to the Theory of Statistical Estimation and Testing Hypothesis. Annuals Math. Statist.. 10. p. 299
10. KRASOVSKII, N. N. and SUBBOTIN, A. I. (1985) Pozitsionnye differentsial’nye igry (Positional Differential Games). Moscow: Nauka.
11. BOLTYANSKII, V. G. (1973) Optimal’noe upravlenie diskretnymi sistemami (Optimal Control of Discrete Systems). Moscow: Nauka.
12. VOEVODIN, V. V. (1984) Matritsy i vychisleniya (Matrices and Calculations).Moscow: Nauka.
