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Avtomatika i Telemekhanika, 2010, Issue 6, Pages 64–78
(Mi at830)
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This article is cited in 8 scientific papers (total in 8 papers)
Stochastic Systems
Stochastic quasigradient algorithm to minimize the quantile function
A. I. Kibzun, E. L. Matveev Moscow Aviation Institute
Abstract:
A stochastic quasigradient algorithm to minimize the quantile function on the basis of order statistic was proposed, and its convergence with the probability one was proved. An example was considered.
Citation:
A. I. Kibzun, E. L. Matveev, “Stochastic quasigradient algorithm to minimize the quantile function”, Avtomat. i Telemekh., 2010, no. 6, 64–78; Autom. Remote Control, 71:6 (2010), 1034–1047
Linking options:
https://www.mathnet.ru/eng/at830 https://www.mathnet.ru/eng/at/y2010/i6/p64
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Statistics & downloads: |
Abstract page: | 441 | Full-text PDF : | 113 | References: | 61 | First page: | 13 |
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