Construction of confidence absorbing set for analysis of static stochastic systems

DOI10.1134/S0005117920040025zbMATH Open1455.93188OpenAlexW3017529171MaRDI QIDQ827962FDOQ827962

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

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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)

• On sufficient optimality conditions for a guaranteed control in the speed problem for a linear time-varying discrete-time system with bounded control
• 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
• Construction of confidence absorbing sets using statistical methods
• Application of the smooth approximation of the probability function in some applied stochastic programming problems

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