Optimization and identification of stochastic systems

DOI10.1007/S10559-023-00572-4MaRDI QIDQ6115823zbMATH OpenFDO

Authors

Publication date 13 July 2023

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

Full work available at URL https://doi.org/10.1007/S10559-023-00572-4

zbMATH Keywords

distributionevaluationriskstochastic optimization

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Stochastic programming (90C15) Risk models (general) (91B05) Optimal stochastic control (93E20)

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Cited in

(9)

• Approximability models and optimal system identification
• scientific article; zbMATH DE number 6706346 (Why is no real title available?)
• scientific article; zbMATH DE number 3884070 (Why is no real title available?)
• scientific article; zbMATH DE number 3905816 (Why is no real title available?)
• scientific article; zbMATH DE number 53271 (Why is no real title available?)
• Stochastic optimization of regenerative systems using infinitesimal perturbation analysis
• On the existence of the optimal control for stochastic functional differential equations subject to external disturbances
• Robust performance optimization of open loop type problems using models from standard identification
• An internal entropy indicator for the controllability of complex system evolution

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