Extremal problems with rare events. II: Method of successive random approximations

DOI10.1007/BF01126204MaRDI QIDQ1816103zbMATH OpenFDO

Authors A. N. Nakonechnyj

Publication date 5 January 1997

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01126204

zbMATH Keywords

rare events causing large damagestochastic iterative optimization

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Stochastic programming (90C15) Applications of mathematical programming (90C90)

Recommendations

• Extremal problems with rare events. I
• scientific article; zbMATH DE number 4041633
• Stochastic approximation algorithm for minimax problems
• Chance-constrained problems and rare events: an importance sampling approach
• scientific article; zbMATH DE number 3878197

Cited in

(1)

• Extremal problems with rare events. I

This page was built for publication: Extremal problems with rare events. II: Method of successive random approximations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1816103)