Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters (Q1675835)
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scientific article; zbMATH DE number 6802685
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| English | Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters |
scientific article; zbMATH DE number 6802685 |
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Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters (English)
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3 November 2017
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quantile optimization
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linearization method
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vector of small random parameters
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kernel of a probability measure
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0.855236828327179
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0.8533797860145569
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0.8374740481376648
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0.7978978753089905
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