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Avtomatika i Telemekhanika, 2013, Issue 4, Pages 91–109 (Mi at4976)  
This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems, Queuing Systems

On properties of the algorithm for pursuing a drifting quantile

E. N. Belitser, P. Serra

Eindhoven University of Technology, Eindhoven, Netherlands
Full-text PDF (275 kB) Citations (1)
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Abstract: The recurrent algorithm for pursuing a time-varying (“drifting”) quantile is suggested. The common nonasymptotic upper bound of the algorithm quality is established, which is then used in a few examples of the conditions for the quantile drift function. Estimates of the degree (rate) of convergence of the algorithm for the considered examples are obtained.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 10.08.2012
English version:
Automation and Remote Control, 2013, Volume 74, Issue 4, Pages 613–627
DOI: https://doi.org/10.1134/S000511791304005X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: E. N. Belitser, P. Serra, “On properties of the algorithm for pursuing a drifting quantile”, Avtomat. i Telemekh., 2013, no. 4, 91–109; Autom. Remote Control, 74:4 (2013), 613–627
Citation in format AMSBIB
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\by E.~N.~Belitser, P.~Serra
\paper On properties of the algorithm for pursuing a~drifting quantile
\jour Avtomat. i Telemekh.
\yr 2013
\issue 4
\pages 91--109
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\transl
\jour Autom. Remote Control
\yr 2013
\vol 74
\issue 4
\pages 613--627
\crossref{https://doi.org/10.1134/S000511791304005X}
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\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84876482926}
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  • https://www.mathnet.ru/eng/at/y2013/i4/p91
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Abstract page:329
    Full-text PDF :51
    References:66
    First page:28
     
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