Abstract
The worst value of the quantile of the distribution of the linear loss function which depends on the uncertain stochastic parameters was compared with the maximum value of this function. The stochastic uncertainty is modelled by distributions from the Barmish class.
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Original Russian Text © Yu.S. Kan, A.V. Sysuev, 2007, published in Avtomatika i Telemekhanika, 2007, No. 1, pp. 57–67.
This work was supported by the Russian Foundation for Basic Research, projects nos. 04-01-00758, 05-08-17963.
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Kan, Y.S., Sysuev, A.V. Comparison of the quantile and guaranteeing approaches to system analysis. Autom Remote Control 68, 54–63 (2007). https://doi.org/10.1134/S0005117907010055
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DOI: https://doi.org/10.1134/S0005117907010055