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Avtomatika i Telemekhanika, 2007, Issue 5, Pages 59–70 (Mi at985)  

Parallelization of the quantile function optimization algorithms

A. I. Kibzun

Moscow Aviation Institute
References:
Abstract: Consideration was given to optimization of the loss function that is individually convex in the strategy and random vector. The problem was solved using the confidential method which majorizes the estimate of the quantile function. Two methods to determine the desired estimate were discussed. Both allow one to parallelize calculation of the estimate and reduce the problem to the solution of a set of convex programming problems.
Presented by the member of Editorial Board: V. M. Vishnevsky

Received: 18.12.2006
English version:
Automation and Remote Control, 2007, Volume 68, Issue 5, Pages 799–810
DOI: https://doi.org/10.1134/S0005117907050074
Bibliographic databases:
Document Type: Article
PACS: 2.50.-r, 02.60.Pn
Language: Russian
Citation: A. I. Kibzun, “Parallelization of the quantile function optimization algorithms”, Avtomat. i Telemekh., 2007, no. 5, 59–70; Autom. Remote Control, 68:5 (2007), 799–810
Citation in format AMSBIB
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\by A.~I.~Kibzun
\paper Parallelization of the quantile function optimization algorithms
\jour Avtomat. i Telemekh.
\yr 2007
\issue 5
\pages 59--70
\mathnet{http://mi.mathnet.ru/at985}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2333031}
\zmath{https://zbmath.org/?q=an:1151.68741}
\transl
\jour Autom. Remote Control
\yr 2007
\vol 68
\issue 5
\pages 799--810
\crossref{https://doi.org/10.1134/S0005117907050074}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34249907533}
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