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Avtomatika i Telemekhanika, 2008, Issue 8, Pages 71–81 (Mi at705)  
This article is cited in 3 scientific papers (total in 3 papers)

Stochastic Systems

Fundamentals of the linearization method for quantile analysis with small random parameters

Yu. S. Kan, A. V. Sysuev

Moscow Aviation Institute
Full-text PDF (212 kB) Citations (3)
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Abstract: Consideration was given to determination of the quantiles of the distribution of a nonlinear loss function of small random parameters. It was suggested to construct the quantile estimates using a linearized model where the problem under study comes to that of generalized linear programming. Precision of these estimates was examined.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 24.04.2007
English version:
Automation and Remote Control, 2008, Volume 69, Issue 8, Pages 1333–1343
DOI: https://doi.org/10.1134/S0005117908080067
Bibliographic databases:
Document Type: Article
PACS: 02.50.Le
Language: Russian
Citation: Yu. S. Kan, A. V. Sysuev, “Fundamentals of the linearization method for quantile analysis with small random parameters”, Avtomat. i Telemekh., 2008, no. 8, 71–81; Autom. Remote Control, 69:8 (2008), 1333–1343
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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