Stochastic quasigradient algorithm to minimize the quantile function-Reference-Cited by-同舟云学术

Stochastic quasigradient algorithm to minimize the quantile function

Published:2010-06 Issue:6 Volume:71 Page:1034-1047
ISSN:0005-1179
Container-title:Automation and Remote Control
language:en
Short-container-title:Autom Remote Control

Author:

Kibzun A. I.,Matveev E. L.

Publisher

Pleiades Publishing Ltd

Subject

Control and Systems Engineering,Electrical and Electronic Engineering

Link

http://link.springer.com/content/pdf/10.1134/S0005117910060056.pdf

Reference13 articles.

1. Malyshev, V.V. and Kibzun, A.I., Analiz i sintez vysokotochnogo upravleniya letatel’nymi apparatami (Highly-precise Control of Flight Vehicles: Analysis and Design), Moscow: Mashinostroenie, 1987.

2. Kibzun, A.I. and Kan, Yu.S., Zadachi stokhasticheskogo programmirovaniya s veroyatnostnymi kri-teriyami (Problems of Stochastic Programming with Probabilistic Criteria), Moscow: Fizmatlit, 2009.

3. Kibzun, A.I. and Kurbakovkiy, V.Yu., Guaranteeing Approach to Solving Quantile Optimization Problems, Ann. Oper. Res., 1991, vol. 30, pp. 81–93.

4. Kan, Yu.S., Quasigradient Algorithm to Minimize the Quantile function, Izv. Ross. Akad. Nauk, Teor. Sist. Upravlen., 1996, no. 2, pp. 81–86.

5. Kan, Yu.S., On Convergence of a Stochastic Quasigradient Algorithm of Quantile Optimization, Autom. Remote Control, 2003, no. 2, pp. 263–278.

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