Saddle Point
Back to the cover

Part I · Foundations

  1. 0 Mathematical Foundations
  2. 1 Observation, Beliefs, and Decision

Part II · Engines

  1. 2 Competing for Allocation: The Blotto Game
  2. 3 Bargaining, Commitment, and Repeated Cooperation
  3. 4 Signals, Disclosure, and Persuasion
  4. 5 Different Models of One Game
  5. 6 Leadership and Rules: Inspection
  6. 7 Decisions in Time
  7. 8 Many Agents
  8. 9 Networks, Dependence, and Resilience
  9. 10 Aggregating Information

Part III · Systems

  1. 11 Architecture of Decision Support
  2. 12 Simulation and Wargaming with AI Agents

Part IV · Limits

  1. 13 Where the Mathematics Stops

Chapter 1 · Observation, Beliefs, and Decision

Ruslan L. Stratonovich

1930 – 1997

The problem on the desk

How much can information improve a decision? Stratonovich linked information constraints with optimal statistical decisions and control, asking what reduction in loss an information supply can make possible. His Moscow lectures developed into the 1975 Theory of Information.1

A life in moments

  1. 1930

    Moscow

    Born on 31 May.2

  2. 1947

    Moscow State University, Faculty of Physics · Moscow

    Entered the faculty after completing school examinations externally.2

  3. 1953

    Moscow State University · Moscow

    Graduated from the Faculty of Physics.2

  4. 1961–1965

    Moscow State University · Moscow

    Developed the theory of conditional Markov processes.2

  5. 1969

    Moscow State University · Moscow

    Became professor in the physics department.3

  6. 1975

    Soviet Radio · Moscow

    Published Theory of Information.4

  7. 1997

    Died on 13 January.2

Every line rests on a dated source (numbered below) unless it carries a mark: R for an inference, S for a story as told.

In their own words

Every style of work has its own merits and its own shortcomings.

Всякий стиль в работе имеет свои достоинства и свои недостатки.

Теория информации [Theory of Information], 1975; translation ours6

A story

Lectures that became a different book

Stratonovich’s preface says the book began with his 1963–1965 information-theory lectures. While writing, he increasingly developed his own ideas; some planned material on established coding methods was left out.5

Around Stratonovich

  • doctoral student Viacheslav Belavkin Belavkin is listed as a doctoral student, completing at Moscow State University in 1973.7
  • preface to the English edition Richard Bellman Bellman wrote the preface to the 1968 English edition of Conditional Markov Processes.2

Recorded as advisor Petr Ivanovich Kuznetsov Recorded as students Viacheslav Belavkin Mathematics Genealogy Project record

The genealogy lists only what the database records; a missing name is not a missing teacher.

Two desks

Stratonovich and Wald Choosing well with limited information. The same problem from two desks →

The card in the book

Physicist and mathematician, a graduate of the Faculty of Physics of Moscow State University (1953) and from 1969 a professor there. He built the theory of conditional Markov processes — the nonlinear filtering of a hidden process from noisy observations — introduced the symmetric form of the stochastic integral that now carries his name, and developed a theory of the value of information, in which an amount of Shannon information is priced by the largest reduction in expected loss it can buy.

Main works Topics in the Theory of Random Noise (1961; English 1963–67); “A new representation for stochastic integrals and equations” (SIAM J. Control 4, 1966); Conditional Markov Processes and Their Application to the Theory of Optimal Control (in Russian, 1966; English, 1968); Theory of Information (1975; English: Theory of Information and its Value, 2020).

To read further

Sources (7)
  1. Theory of Information and its Value: Foreword and Preface, Roman V. Belavkin, Panos M. Pardalos, Jose C. Principe; preface by Ruslan L. Stratonovich, 2020; Foreword pp. vi–ix; Preface p. xiii
  2. In memory of Ruslan Leont’evich Stratonovich, F. V. Bunkin, B. B. Kadomtsev, Yu. L. Klimontovich et al., 1997; p. 751
  3. Theory of Information and its Value: Foreword and Preface, Roman V. Belavkin, Panos M. Pardalos, Jose C. Principe; preface by Ruslan L. Stratonovich, 2020; Foreword p. v
  4. Theory of Information and its Value: Foreword and Preface, Roman V. Belavkin, Panos M. Pardalos, Jose C. Principe; preface by Ruslan L. Stratonovich, 2020; Foreword p. vii
  5. Theory of Information and its Value: Foreword and Preface, Roman V. Belavkin, Panos M. Pardalos, Jose C. Principe; preface by Ruslan L. Stratonovich, 2020; Preface p. xiii
  6. Теория информации [Theory of Information], R. L. Stratonovich, 1975; Sovetskoe Radio edition, Preface, printed p. 3 (DjVu page 4), paragraph beginning Всякий стиль
  7. Mathematics Genealogy Project: 175560, Mathematics Genealogy Project; Degree, advisor and student table

The facts on this page were gathered for the site from the sources listed, each checked against its locator; the book's card is reproduced unchanged.