Optimal and suboptimal solutions to stochastically uncertain problems of quintile optimization

DOI10.1134/S000511790707003XzbMath1143.93027MaRDI QIDQ927485

G. A. Timofeeva

Publication date: 9 June 2008

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

minimax approachquintile criterionstochastic optimization under incomplete information

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Optimal stochastic control (93E20)

Related Items (1)

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Cites Work

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• Convexity properties of probability and quantile functions in optimization problems
• A qualitative study of probability and quantile functions
• Generalized confidence sets for a statistically indeterminate random vector
• Linearization methods for optimization of functionals which depend on probability measures
• The Minimization of Semicontinuous Functions: Mollifier Subgradients

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