Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems (Q6060490)
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scientific article; zbMATH DE number 7760867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems |
scientific article; zbMATH DE number 7760867 |
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Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems (English)
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3 November 2023
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probabilistic criterion
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quantile optimization
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jump diffusion
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Krotov method
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