Geodesic
The algorithms for solving vector entropy control problem, comparative analysis
Journal of computational and engineering mathematics, Tome 5 (2018) no. 3, pp. 75-79

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The algorithms for solving the vector entropy control problem for Gaussian stochastic systems are considered in the article. To solve a nonlinear optimization problem for a conditional extremum, the method of penalty functions with unconditional optimization methods of various-orders is considered. A set of problem-oriented programs has been developed that implements the proposed algorithms. A comparative analysis of the computational efficiency of the proposed algorithms is performed based on Monte Carlo statistical simulation methods and simulation modeling.
Keywords: differential entropy, Gaussian stochastic system, vector entropy control, nonlinear optimization. 
@article{JCEM_2018_5_3_a6,
     author = {G. G. Gevorgyan},
     title = {The algorithms for solving vector entropy control problem, comparative analysis},
     journal = {Journal of computational and engineering mathematics},
     pages = {75--79},
     publisher = {mathdoc},
     volume = {5},
     number = {3},
     year = {2018},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/JCEM_2018_5_3_a6/}
}
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G. G. Gevorgyan. The algorithms for solving vector entropy control problem, comparative analysis. Journal of computational and engineering mathematics, Tome 5 (2018) no. 3, pp. 75-79. http://geodesic.mathdoc.fr/item/JCEM_2018_5_3_a6/