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Avtomatika i Telemekhanika, 2010, Issue 3, Pages 54–71 (Mi at790)  
This article is cited in 2 scientific papers (total in 2 papers)

Processing of Experimental Data

Sufficient conditions for quasiconcavity of the probability function

A. I. Kibzun, E. L. Matveev

Moscow State Aviation Institute, Moscow, Russia
Full-text PDF (261 kB) Citations (2)
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Abstract: Consideration was given to the properties of the probability and quantile functions that are sufficient for effective solution of the stochastic optimization problems involving such functions. Presented were sufficient conditions for quasiconcavity (logarithmic concavity) of the probabilistic measure which is one of the two main conditions guaranteeing quasiconcavity of the probability function and quasiconvexity of the quantile function.
Presented by the member of Editorial Board: P. S. Shcherbakov

Received: 02.03.2009
English version:
Automation and Remote Control, 2010, Volume 71, Issue 3, Pages 413–430
DOI: https://doi.org/10.1134/S0005117910030057
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. I. Kibzun, E. L. Matveev, “Sufficient conditions for quasiconcavity of the probability function”, Avtomat. i Telemekh., 2010, no. 3, 54–71; Autom. Remote Control, 71:3 (2010), 413–430
Citation in format AMSBIB
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    References:68
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