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Avtomatika i Telemekhanika, 2020, Issue 4, Pages 21–36
DOI: https://doi.org/10.31857/S0005231020040029 (Mi at15503) 		 
This article is cited in 8 scientific papers (total in 8 papers)

Topical issue (end)

Construction of confidence absorbing set for analysis of static stochastic systems

A. I. Kibzun, S. V. Ivanov, A. S. Stepanova

Moscow Aviation Institute (National Research University), Moscow, Russia
Full-text PDF (263 kB) Citations (8)
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DOI: https://doi.org/10.31857/S0005231020040029
Abstract: The problem of constructing the confidence absorbing set for the analysis of static stochastic systems is considered. The confidence absorbing set is understood as the set of initial positions for which at a terminal time instant a system will not leave an admissible domain with a given probability. Some properties of the confidence absorbing set, in particular, convexity, are established. An algorithm for constructing an inner approximation of the confidence absorbing set based on the confidence method is proposed. The properties of this approximation are established. The results obtained are used for predicting wind speed in the vicinity of a landing airfield. Calculations for a numerical experiment are presented.
Keywords: stochastic programming, confidence absorbing set, wind speed prediction.
Funding agency Grant number
Russian Foundation for Basic Research 19-07-00436_а
This work was supported by the Russian Foundation for Basic Research, project no. 19-07-00436 A.
Presented by the member of Editorial Board: E. Ya. Rubinovich

Received: 20.06.2019
Revised: 10.09.2019
Accepted: 26.09.2019
English version:
Automation and Remote Control, 2020, Volume 81, Issue 4, Pages 589–601
DOI: https://doi.org/10.1134/S0005117920040025
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. I. Kibzun, S. V. Ivanov, A. S. Stepanova, “Construction of confidence absorbing set for analysis of static stochastic systems”, Avtomat. i Telemekh., 2020, no. 4, 21–36; Autom. Remote Control, 81:4 (2020), 589–601
Citation in format AMSBIB
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    • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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