Numerical search for a distribution function satisfying a linear system of constraints

DOI10.1016/0041-5553(81)90005-7zbMath0512.65097OpenAlexW2015178261MaRDI QIDQ3657389

A. N. Golodnikov

Publication date: 1981

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(81)90005-7

zbMATH Keywords

search algorithmlinear system of constraintsproblem of Markov movements

Mathematics Subject Classification ID

Distribution theory (60E99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Numerical method of minimizing convex functionals in the class of distribution functions satisfying nonlinear constraints

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