Minimax Estimation of Solutions of the First Order Linear Hyperbolic Systems with Uncertain Data

  • Olena A. Kapustian Taras Shevchenko National University of Kyiv, Ukraine
  • Oleksandr G. Nakonechnyi Taras Shevchenko National University of Kyiv, Ukraine
  • Yurii K. Podlipenko Taras Shevchenko National University of Kyiv, Ukraine
DOI: https://doi.org/10.19139/soic-2310-5070-457
Keywords: Minimax estimation, first order hyperbolic system, observation, uncertain data

Abstract

In this paper, we focus on optimal estimation of solutions of the Cauchy problem for the first order linear hyperbolic equation systems (or, more generally, estimation of values of some functionals on their solutions) under incomplete data.

Author Biographies

Olena A. Kapustian, Taras Shevchenko National University of Kyiv, Ukraine
Faculty of Computer Science and Cybernetics,Deputy Dean
Oleksandr G. Nakonechnyi, Taras Shevchenko National University of Kyiv, Ukraine
Faculty of Computer Science and Cybernetics,Head of Department of System Analysis and Decision Making Theory, Professor
Yurii K. Podlipenko, Taras Shevchenko National University of Kyiv, Ukraine
Faculty of Computer Science and Cybernetics,Leading Researcher

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Minimax Theory and its Applications

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Published
2019-12-01
How to Cite
Kapustian, O. A., Nakonechnyi, O. G., & Podlipenko, Y. K. (2019). Minimax Estimation of Solutions of the First Order Linear Hyperbolic Systems with Uncertain Data. Statistics, Optimization & Information Computing, 7(4), 695-708. https://doi.org/10.19139/soic-2310-5070-457
Issue
Vol 7 No 4 (2019)
Section
Research Articles
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