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Avtomatika i Telemekhanika, 2010, Issue 3, Pages 54–71
(Mi at790)
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This article is cited in 2 scientific papers (total in 2 papers)
Processing of Experimental Data
Sufficient conditions for quasiconcavity of the probability function
A. I. Kibzun, E. L. Matveev Moscow State Aviation Institute, Moscow, Russia
Abstract:
Consideration was given to the properties of the probability and quantile functions that are sufficient for effective solution of the stochastic optimization problems involving such functions. Presented were sufficient conditions for quasiconcavity (logarithmic concavity) of the probabilistic measure which is one of the two main conditions guaranteeing quasiconcavity of the probability function and quasiconvexity of the quantile function.
Citation:
A. I. Kibzun, E. L. Matveev, “Sufficient conditions for quasiconcavity of the probability function”, Avtomat. i Telemekh., 2010, no. 3, 54–71; Autom. Remote Control, 71:3 (2010), 413–430
Linking options:
https://www.mathnet.ru/eng/at790 https://www.mathnet.ru/eng/at/y2010/i3/p54
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Abstract page: | 500 | Full-text PDF : | 487 | References: | 53 | First page: | 6 |
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