Parallelization of the quantile function optimization algorithms

被引：0
|
作者：
A. I. Kibzun
机构：
[1] Moscow State Aviation Institute (Technical University),
来源：
Automation and Remote Control | 2007年 / 68卷
关键词：
2.50.-r; 02.60.Pn;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Consideration was given to optimization of the loss function that is individually convex in the strategy and random vector. The problem was solved using the confidential method which majorizes the estimate of the quantile function. Two methods to determine the desired estimate were discussed. Both allow one to parallelize calculation of the estimate and reduce the problem to the solution of a set of convex programming problems.
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页码：799 / 810
页数：11
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