Maximization of the probability function: an algorithm based on the star-shaped approximation

MaRDI QIDQ1882170zbMATH OpenFDO

Authors Kurt Marti, G. L. Tret'yakov

Publication date 19 October 2004

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

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

Recommendations

• scientific article; zbMATH DE number 1187204
• Star-shaped approximation approach for stochastic programming problems with probability function
• Probability maximization via Minkowski functionals: convex representations and tractable resolution
• scientific article; zbMATH DE number 1724442
• scientific article; zbMATH DE number 560963

Cited in

(3)

• scientific article; zbMATH DE number 1724442 (Why is no real title available?)
• scientific article; zbMATH DE number 1187204 (Why is no real title available?)
• Probability maximization via Minkowski functionals: convex representations and tractable resolution

This page was built for publication: Maximization of the probability function: an algorithm based on the star-shaped approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1882170)