Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters
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Publication:1675835
DOI10.1134/S0005117917070074zbMATH Open1373.93090OpenAlexW2739326794MaRDI QIDQ1675835FDOQ1675835
Authors: S. N. Vasil'eva, Yu. S. Kan 
Publication date: 3 November 2017
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117917070074
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linearization methodquantile optimizationkernel of a probability measurevector of small random parameters
Cites Work
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- Problems in stochastic programming with probabilistic criteria
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- Fundamentals of the linearization method for quantile analysis with small random parameters
- A method for solving quantile optimization problems with a bilinear loss function
Cited In (6)
- A method for solving quantile optimization problems with a bilinear loss function
- An extension of the quantile optimization problem with a loss function linear in random parameters
- Construction of confidence absorbing sets using statistical methods
- Parallelization of the quantile function optimization algorithms
- Fundamentals of the linearization method for quantile analysis with small random parameters
- Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel
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