Comparative analysis of criteria for selection strategies in the “game with nature”

A comparative evaluation of the “ optimism - pessimism ” ratio basic criteria for selection strategies in situation of statistical uncertainty is held. It is shown that in case of generating effectiveness matrices by pseudorandom numbers Hurwitz criterion shows a weak sensitivity to variations in optimism levels. On the base of determining a degree of mutual correlation for five criteria ( on the results of solution selection ) the rank scale is proposed, using which it is possible to choose a priori the degree of strategy optimism.