Skip to main content
SpringerLink
Log in

Approximation of Extremum Problems with Probability Functionals

APF

  • Reference work entry
Encyclopedia of Optimization

  • 174 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 1,699.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Banaš, J.: ‘Integrable solutions of Hammerstein and Urysohn integral equations’, J. Austral. Math. Soc (Ser. A)46 (1989), 61–68.

    Article  MathSciNet  MATH  Google Scholar 

  2. Daniel, J.W.: The approximate minimization of functionals, Prentice-Hall, 1971.

    Google Scholar 

  3. Esser, H.: Zur Diskretisierung von Extremalproblemen, Vol. 333 of Lecture Notes Math., Springer, 1973, pp. 69–88.

    MathSciNet  Google Scholar 

  4. Garstka, J., and Wets, R.J.-B.: ‘On decision rules in stochastic programming’, Math. Program.7 (1974), 117–143.

    MathSciNet  MATH  Google Scholar 

  5. Hernandez-Lerma, O., and Runggaldier, W.: ‘Monotone approximations for convex stochastic control problems’, J. Math. Syst., Estimation and Control4 (1994), 99–140.

    MathSciNet  MATH  Google Scholar 

  6. Ioffe, A.D., and Tikhomirov, V.M.: Theory of extremal problems, North-Holland, 1979, (Translated from the Russian.)

    Google Scholar 

  7. Kall, P., and Wallace, S.W.: Stochastic programming, Wiley, 1994.

    Google Scholar 

  8. Kibzun, A.I., and Kan, Y.S.: Stochastic programming problems with probability and quantile functions, Wiley, 1995.

    Google Scholar 

  9. Lepp, R.: ‘Stochastic approximation type algorithm for the maximization of the probability function’, Proc. Acad. Sci. Estonian SSR. Phys. Math.32 (1983), 150–156.

    MathSciNet  MATH  Google Scholar 

  10. Malyshev, V.V., and Kibzun, A.I.: Analysis and synthesis of high precision aircraft control, Mashinostroenie, Moscow, 1987.

    Google Scholar 

  11. Olsen, P.: ‘Discretization of multistage stochastic programming problems’, Math. Program. Stud.6 (1976), 111–124.

    MathSciNet  Google Scholar 

  12. Raik, E.: ‘On stochastic programming problem with probability and quantile functionals’, Proc. Acad. Sci. Estonian SSR. Phys. Math.21 (1972), 142–148.

    MathSciNet  MATH  Google Scholar 

  13. Römisch, W., and Schultz, R.: ‘On distribution sensitivity in chance constrained programming’, Math. Res.45 (1988), 161–168. Advances in Mathematical Optimization, in J. Guddat and others (eds.)

    Google Scholar 

  14. Vainikko, G.M.: ‘On convergence of the method of mechanical curvatures for integral equations with discontinuous kernels’, Sibirsk. Mat. Zh.12 (1971), 40–53.

    MathSciNet  Google Scholar 

  15. Vasin, V.V.: ‘Discrete approximation and stability in extremal problems’, USSR Comput. Math. Math. Phys.22 (1982), 57–74.

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Tallinn Technical Univ., Tallinn, Estonia

    Riho Lepp

Authors
  1. Riho Lepp
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. Dept. Chemical Engin., Princeton Univ., Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optim. Dept. Industrial and Systems Engin., Univ. Florida, Gainesville, FL, 32611, USA

    Panos M. Pardalos

Rights and permissions

Reprints and permissions

Copyright information

© 2001 Kluwer Academic Publishers

About this entry

Cite this entry

Lepp, R. (2001). Approximation of Extremum Problems with Probability Functionals . In: Floudas, C.A., Pardalos, P.M. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/0-306-48332-7_10

Download citation

  • DOI: https://doi.org/10.1007/0-306-48332-7_10

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-0-7923-6932-5

  • Online ISBN: 978-0-306-48332-5

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation