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Kvantil'naya Optimizatsiya: Optimizatsiya Kvantil'nogo Kriteriya Pri Vypukloy Tselevoy Funktsii S Pomoshch'yu Stokhasticheskogo Kvazigradientnogo Algoritma Evgeniy Matveev Russian edition
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Kvantil'naya Optimizatsiya: Optimizatsiya Kvantil'nogo Kriteriya Pri Vypukloy Tselevoy Funktsii S Pomoshch'yu Stokhasticheskogo Kvazigradientnogo Algoritma
Evgeniy Matveev
Poisk resheniya v prakticheskikh zadachakh chasto prikhoditsya vesti v sluchae, kogda nekotorye iskhodnye dannye ne yavlyayutsya determinirovannymi, a opredelyayutsya sluchaynymi parametrami. Pri determinirovannom podkhode k modelirovaniyu sistem vliyanie sluchaynykh faktorov ne uchityvaetsya. No s prakticheskoy tochki zreniya v etom sluchae mozhet byt' poteryan realizm prisutstvuyushchikh v zadache yavleniy. Estestvennyy, na pervyy vzglyad, put' analiza stokhasticheskikh sistem (zamena sluchaynykh parametrov ikh srednimi znacheniyami i nakhozhdenie optimal'nykh upravleniy poluchennykh determinirovannykh zadach) ne vsegda opravdan i mozhet narushit' adekvatnost' modeli izuchaemogo yavleniya. V kachestve razumnogo kriteriya, po kotoromu proizvoditsya optimizatsiya, yavlyaetsya funktsiya kvantili. Funktsiya kvantili kharakterizuet garantirovannyy pri zadannom urovne veroyatnosti rezul'tat prinimaemogo resheniya. Pri takom podkhode maloveroyatnye, naikhudshie sochetaniya parametrov isklyuchayutsya iz rassmotreniya za schyet togo, chto risk ikh poyavleniya ogranichivaetsya na nekotorom dopustimom urovne.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | June 16, 2011 |
| ISBN13 | 9783844355185 |
| Publishers | LAP LAMBERT Academic Publishing |
| Pages | 104 |
| Dimensions | 150 × 6 × 225 mm · 173 g |
| Language | German |