An extension of the quantile optimization problem with a loss function linear in random parameters (Q2229545)
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scientific article; zbMATH DE number 7312191
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| English | An extension of the quantile optimization problem with a loss function linear in random parameters |
scientific article; zbMATH DE number 7312191 |
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An extension of the quantile optimization problem with a loss function linear in random parameters (English)
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18 February 2021
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stochastic programming
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quantile function
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extension principle
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probability distribution kernel
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probabilistic constraint
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0.8508219122886658
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0.8463430404663086
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0.844132125377655
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0.8374740481376648
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