Bilinear quantile optimization: a numerical algorithm

MaRDI QIDQ1882165zbMATH OpenFDO

Authors V. A. Efremov

Publication date 19 October 2004

Published in Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Stochastic programming (90C15)

Recommendations

• A method for solving quantile optimization problems with a bilinear loss function
• Bilinear loss function: quantile minimization of its normal distribution
• Quantile minimization with bilinear loss function
• A quasi-gradient algorithm for minimizing the quantile function
• An extension of the quantile optimization problem with a loss function linear in random parameters

Cited in

(5)

• Bilinear loss function: quantile minimization of its normal distribution
• scientific article; zbMATH DE number 3886908 (Why is no real title available?)
• A method for solving quantile optimization problems with a bilinear loss function
• Parallelization of the quantile function optimization algorithms
• Quantile minimization with bilinear loss function

This page was built for publication: Bilinear quantile optimization: a numerical algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1882165)