On Optimization of Random Functionals

Rozanov, A. (1975). On Optimization of Random Functionals. In: Control Theory, Numerical Methods and Computer Systems Modelling. pp. 192-206 Berlin, Heidelberg, Germany: Springer. ISBN 978-3-642-46317-4 10.1007/978-3-642-46317-4_13.

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Let f(α,x) be a functional of a variable xεX where is some “unobservable” random parameter with a probability distribution P. Suppose we have to choose some point xoεX and we like to optimize this procedure in some sense of minimization of f(α,x), x X, with unknown parameter.

Item Type: Book Section
Depositing User: Romeo Molina
Date Deposited: 23 Feb 2016 08:27
Last Modified: 27 Aug 2021 17:40
URI: https://pure.iiasa.ac.at/11972

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