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RISK AND DEVIATION MEASURES FOR A CLASS OF OPTIMAL CONTROL PROBLEMS WITH RANDOM TIME HORIZON. / Gromova, Ekaterina; Malakhova, Anastasia; Gromov, Dmitry.

PROCEEDINGS OF 2016 SICE INTERNATIONAL SYMPOSIUM ON CONTROL SYSTEMS (ISCS 2016). IEEE Canada, 2016. стр. 77-82.

Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование

Harvard

Gromova, E, Malakhova, A & Gromov, D 2016, RISK AND DEVIATION MEASURES FOR A CLASS OF OPTIMAL CONTROL PROBLEMS WITH RANDOM TIME HORIZON. в PROCEEDINGS OF 2016 SICE INTERNATIONAL SYMPOSIUM ON CONTROL SYSTEMS (ISCS 2016). IEEE Canada, стр. 77-82, 2nd SICE International Symposium on Control Systems (ISCS), Nagoya, Япония, 7/03/16. https://doi.org/10.1109/SICEISCS.2016.7470165

APA

Gromova, E., Malakhova, A., & Gromov, D. (2016). RISK AND DEVIATION MEASURES FOR A CLASS OF OPTIMAL CONTROL PROBLEMS WITH RANDOM TIME HORIZON. в PROCEEDINGS OF 2016 SICE INTERNATIONAL SYMPOSIUM ON CONTROL SYSTEMS (ISCS 2016) (стр. 77-82). IEEE Canada. https://doi.org/10.1109/SICEISCS.2016.7470165

Vancouver

Gromova E, Malakhova A, Gromov D. RISK AND DEVIATION MEASURES FOR A CLASS OF OPTIMAL CONTROL PROBLEMS WITH RANDOM TIME HORIZON. в PROCEEDINGS OF 2016 SICE INTERNATIONAL SYMPOSIUM ON CONTROL SYSTEMS (ISCS 2016). IEEE Canada. 2016. стр. 77-82 https://doi.org/10.1109/SICEISCS.2016.7470165

Author

Gromova, Ekaterina ; Malakhova, Anastasia ; Gromov, Dmitry. / RISK AND DEVIATION MEASURES FOR A CLASS OF OPTIMAL CONTROL PROBLEMS WITH RANDOM TIME HORIZON. PROCEEDINGS OF 2016 SICE INTERNATIONAL SYMPOSIUM ON CONTROL SYSTEMS (ISCS 2016). IEEE Canada, 2016. стр. 77-82

BibTeX

@inproceedings{b2d0ab80e6064034ae51d3c614640ada,
title = "RISK AND DEVIATION MEASURES FOR A CLASS OF OPTIMAL CONTROL PROBLEMS WITH RANDOM TIME HORIZON",
abstract = "This paper reports on an ongoing research project devoted to the investigation of different risk and deviation measures for a class of optimal control problems with random time horizon. Three optimal control problems related to the optimization of the expected value, the variance, and the second moment of the cost functional are described in detail. The results are illustrated by a numerical example.",
keywords = "Optimal control, Random time horizon, Risk measure, Deviation measure, UNCERTAIN LIFETIME, INSURANCE",
author = "Ekaterina Gromova and Anastasia Malakhova and Dmitry Gromov",
year = "2016",
doi = "10.1109/SICEISCS.2016.7470165",
language = "Английский",
pages = "77--82",
booktitle = "PROCEEDINGS OF 2016 SICE INTERNATIONAL SYMPOSIUM ON CONTROL SYSTEMS (ISCS 2016)",
publisher = "IEEE Canada",
address = "Канада",
note = "null ; Conference date: 07-03-2016 Through 10-03-2016",

}

RIS

TY - GEN

T1 - RISK AND DEVIATION MEASURES FOR A CLASS OF OPTIMAL CONTROL PROBLEMS WITH RANDOM TIME HORIZON

AU - Gromova, Ekaterina

AU - Malakhova, Anastasia

AU - Gromov, Dmitry

PY - 2016

Y1 - 2016

N2 - This paper reports on an ongoing research project devoted to the investigation of different risk and deviation measures for a class of optimal control problems with random time horizon. Three optimal control problems related to the optimization of the expected value, the variance, and the second moment of the cost functional are described in detail. The results are illustrated by a numerical example.

AB - This paper reports on an ongoing research project devoted to the investigation of different risk and deviation measures for a class of optimal control problems with random time horizon. Three optimal control problems related to the optimization of the expected value, the variance, and the second moment of the cost functional are described in detail. The results are illustrated by a numerical example.

KW - Optimal control

KW - Random time horizon

KW - Risk measure

KW - Deviation measure

KW - UNCERTAIN LIFETIME

KW - INSURANCE

U2 - 10.1109/SICEISCS.2016.7470165

DO - 10.1109/SICEISCS.2016.7470165

M3 - статья в сборнике материалов конференции

SP - 77

EP - 82

BT - PROCEEDINGS OF 2016 SICE INTERNATIONAL SYMPOSIUM ON CONTROL SYSTEMS (ISCS 2016)

PB - IEEE Canada

Y2 - 7 March 2016 through 10 March 2016

ER -

ID: 7570568