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Avtomatika i Telemekhanika, 1996, Issue 3, Pages 82–102 (Mi at3157)  

This article is cited in 10 scientific papers (total in 10 papers)

Stochastic Systems

Convexity Property of Prqbability Functions and Quantiles in Optimization Problems

Yu. S. Kan, A. I. Kibzun

Moscow State Aviation Institute

Received: 08.12.1994
Bibliographic databases:
Document Type: Article
UDC: 519.213
Language: Russian
Citation: Yu. S. Kan, A. I. Kibzun, “Convexity Property of Prqbability Functions and Quantiles in Optimization Problems”, Avtomat. i Telemekh., 1996, no. 3, 82–102; Autom. Remote Control, 57:3 (1996), 368–383
Citation in format AMSBIB
\Bibitem{KanKib96}
\by Yu.~S.~Kan, A.~I.~Kibzun
\paper Convexity Property of Prqbability Functions and Quantiles in Optimization Problems
\jour Avtomat. i Telemekh.
\yr 1996
\issue 3
\pages 82--102
\mathnet{http://mi.mathnet.ru/at3157}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1393022}
\zmath{https://zbmath.org/?q=an:0927.90089}
\transl
\jour Autom. Remote Control
\yr 1996
\vol 57
\issue 3
\pages 368--383
Linking options:
  • https://www.mathnet.ru/eng/at3157
  • https://www.mathnet.ru/eng/at/y1996/i3/p82
  • This publication is cited in the following 10 articles:
    1. A. I. Kibzun, S. V. Ivanov, A. S. Stepanova, “Construction of confidence absorbing set for analysis of static stochastic systems”, Autom. Remote Control, 81:4 (2020), 589–601  mathnet  crossref  crossref  isi  elib
    2. A. I. Kibzun, S. V. Ivanov, “Construction of confidence absorbing sets using statistical methods”, Autom. Remote Control, 81:12 (2020), 2206–2219  mathnet  crossref  crossref  isi  elib
    3. Kibzun A. Matveev E., “Optimization of the Quantile Criterion for the Convex Loss Function by a Stochastic Quasigradient Algorithm”, Ann. Oper. Res., 200:1 (2012), 183–198  crossref  mathscinet  zmath  isi  elib  scopus
    4. A. V. Naumov, S. V. Ivanov, “On stochastic linear programming problems with the quantile criterion”, Autom. Remote Control, 72:2 (2011), 353–369  mathnet  crossref  mathscinet  zmath  isi
    5. A. I. Kibzun, E. L. Matveev, “Stochastic quasigradient algorithm to minimize the quantile function”, Autom. Remote Control, 71:6 (2010), 1034–1047  mathnet  crossref  mathscinet  zmath  isi
    6. G. A. Timofeeva, “Optimal and suboptimal solutions to stochastically uncertain problems of quintile optimization”, Autom. Remote Control, 68:7 (2007), 1145–1157  mathnet  crossref  mathscinet  zmath
    7. B. V. Vishnyakov, A. I. Kibzun, “Deterministic equivalents for the problems of stochastic programming with probabilistic criteria”, Autom. Remote Control, 67:6 (2006), 945–961  mathnet  crossref  mathscinet  zmath
    8. A. I. Kibzun, E. A. Kuznetsov, “Convex properties of the quantile function in stochastic programming”, Autom. Remote Control, 65:2 (2004), 184–192  mathnet  crossref  mathscinet  zmath  isi
    9. Yu. S. Kan, “On Convergence of a Stochastic Quasigradient Algorithm of Quantile Optimization”, Autom. Remote Control, 64:2 (2003), 263–278  mathnet  crossref  mathscinet  zmath  isi
    10. A. I. Kibzun, E. A. Kuznetsov, “Comparison of VaR and CVaR Criteria”, Autom. Remote Control, 64:7 (2003), 1154–1164  mathnet  crossref  mathscinet  zmath  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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