Abstract
The paper considers optimization of systems with rare events causing large damage. A number of propositions are stated concerning uniform convergence of stochastic iterative optimization algorithms and some numerical results are considered.
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Translated from Kibernetika, No. 5, pp. 55–58, September–October, 1990.
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Nakonechnyi, A.N. Extremal problems with rare events. I. Cybern Syst Anal 26, 693–697 (1990). https://doi.org/10.1007/BF01068550
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DOI: https://doi.org/10.1007/BF01068550