An Extension of the Quantile Optimization Problem with a Loss Function Linear in Random Parameters

Author:

Kan Yu. S.

Publisher

Pleiades Publishing Ltd

Subject

Control and Systems Engineering,Electrical and Electronic Engineering

Reference19 articles.

1. Kataoka, S. On a Stochastic Programming Model. Econometrica 31, 181–196 (1963).

2. Raik, E. O. On a Quantile Function in Stochastic Nonlinear Programming. Izv. Akad. Nauk ESSR, Fiz. Mat. 20(no. 2), 229–231 (1971).

3. Kibzun, A. I. & Malyshev, V. V. A Generalized Minimax Approach to the Solution of Problems with Probability Constraints. Izv. Akad. Nauk SSSR, Tekh. Kibern. no. 1, 20–29 (1984).

4. Kibzun, A. I., Lebedev, A. A. & Malyshev, V. V. On the Reduction of a Problem with Probabilistic Constraints to the Equivalent Minimax One. Izv. Akad. Nauk SSSR, Tekh. Kibern. no. 4, 73–80 (1984).

5. Malyshev, V. V. & Kibzun, A. I. Analiz i sintez vysokotochnogo upravleniya letatelanymi apparatami (Analysis and Design of High-Precision Control of Aircrafts). (Mashinostroenie, Moscow, 1987).

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