Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters
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Cites work
- A method for solving quantile optimization problems with a bilinear loss function
- Fundamentals of the linearization method for quantile analysis with small random parameters
- scientific article; zbMATH DE number 3458406 (Why is no real title available?)
- scientific article; zbMATH DE number 1508662 (Why is no real title available?)
- Problems in stochastic programming with probabilistic criteria
Cited in
(6)- 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
- 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
- A method for solving quantile optimization problems with a bilinear loss function
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