Automation and Remote Control

, Volume 68, Issue 5, pp 799–810 | Cite as

Parallelization of the quantile function optimization algorithms

  • A. I. Kibzun
Topical Issue


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.

PACS numbers

2.50.-r 02.60.Pn 


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Copyright information

© Pleiades Publishing, Ltd. 2007

Authors and Affiliations

  • A. I. Kibzun
    • 1
  1. 1.Moscow State Aviation Institute (Technical University)MoscowRussia

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