On the smoothness of an objective function in quantile optimization problems

MaRDI QIDQ1281045zbMATH OpenFDO

Authors A. I. Kibzun, G. L. Tret'yakov

Publication date 29 June 1999

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

zbMATH Keywords

stochastic optimizationdifferentiability of the quantile function

Mathematics Subject Classification ID

Stochastic programming (90C15)

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(4)

• Smooth Approximation of the Quantile Function Derivatives
• Partitioning, duality, and linkage disequilibria in the Moran model with recombination
• Single-crossover recombination and ancestral recombination trees
• Application of the smooth approximation of the probability function in some applied stochastic programming problems

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