Construction of confidence absorbing sets using statistical methods

DOI10.1134/S000511792012005XMaRDI QIDQ2229546zbMATH OpenOpenAlexFDO

Authors A. I. Kibzun, Sergey V. Ivanov

Publication date 18 February 2021

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s000511792012005x

zbMATH Keywords

confidence absorbing setprobability functionquantile functionstochastic programming

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Stochastic programming (90C15) Stochastic systems in control theory (general) (93E03)

Recommendations

• Construction of confidence absorbing set for analysis of static stochastic systems
• Nonlinear confidence estimates for statistically uncertain systems
• Dynamic estimates of confidence and informational sets in statistically indeterminate systems
• Random sets and exact confidence regions
• Universal Confidence Sets for Solutions of Optimization Problems

Cites work

• \(\alpha\)-concave functions and measures and their applications
• A Sample Approximation Approach for Optimization with Probabilistic Constraints
• Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel
• Construction of confidence absorbing set for analysis of static stochastic systems
• Convex set functions in \(d\)-space
• Convexity properties of probability and quantile functions in optimization problems
• Eventual convexity of chance constrained feasible sets
• scientific article; zbMATH DE number 995813 (Why is no real title available?)
• scientific article; zbMATH DE number 3518006 (Why is no real title available?)
• scientific article; zbMATH DE number 3446442 (Why is no real title available?)
• scientific article; zbMATH DE number 2121076 (Why is no real title available?)
• scientific article; zbMATH DE number 3417266 (Why is no real title available?)
• Lectures on stochastic programming. Modeling and theory.
• Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters
• Mathematical programming approaches for generating p-efficient points
• On convex probabilistic programming with discrete distributions.
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
• Problems in stochastic programming with probabilistic criteria
• The sample average approximation method for stochastic discrete optimization

Cited in

(1)

• Construction of confidence absorbing set for analysis of static stochastic systems

This page was built for publication: Construction of confidence absorbing sets using statistical methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2229546)