Estimation of advantage probabilistic system analysis approach by guaranteeing with presence of small stochastic parameter

Аuthors

Sysuev A. V.

Moscow Aviation Institute (National Research University), 4, Volokolamskoe shosse, Moscow, А-80, GSP-3, 125993, Russia

e-mail: savostyan@yandex.ru

Abstract

The probabilistic and guarantee quality system analysis approach in conditions of stochastic uncertainty with presence of small stochastic parameter are compared. Approximate absolute and relative evaluations of the effectiveness are obtained. The uncertainty is assigned of the Barmish class distributions. Provided to be that using of quantile criterion is more effective than guarantee criterion in that conditions. This effect is appeared not less than 39%.

Keywords:

Barmish class; quantile approach; guarantee approach; loss function; stochastic uncertainty

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