Construction of confidence absorbing set for analysis of static stochastic systems

DOI10.1134/S0005117920040025MaRDI QIDQ827962zbMATH OpenOpenAlexFDO

Authors A. I. Kibzun, A. S. Stepanova, Sergey V. Ivanov

Publication date 14 January 2021

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

Full work available at URL https://doi.org/10.1134/s0005117920040025

zbMATH Keywords

stochastic programmingconfidence absorbing setwind speed prediction

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic systems in control theory (general) (93E03)

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Cited in

(5)

• Application of the smooth approximation of the probability function in some applied stochastic programming problems
• Construction of confidence absorbing sets using statistical methods
• Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement
• Numerical algorithm and computational experiments for one linear stochastic Hoff model
• On sufficient optimality conditions for a guaranteed control in the speed problem for a linear time-varying discrete-time system with bounded control

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