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Monte Carlo methods in control problems on the ranks of historical dataтезисы доклада
- Авторы: Gasanov I.I., Anton Vakhranev, Anton Ereshko
- Сборник: Proceedings of the IEEE Management of Large-Scale System Development (MLSD), 2017 Tenth International Conference (2017 г
- Тезисы
- Год издания: 2017
- Аннотация: https://ieeexplore.ieee.org/document/8109624/metrics#metrics The problems of control applied investment processes under risk conditions are considered. Firstly, theoretical considerations given regarding the formulation and approximate solution of the optimization problem in the presence of finite series of observation of the flow of the process. □ Secondly, we present the results of the computational experiments.
- Добавил в систему: Вахранев Антон Владимирович