On approximate computation of the quantile criterion
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Publication:462006
DOI10.1134/S0005117913060052zbMATH Open1297.90098OpenAlexW2000395412MaRDI QIDQ462006FDOQ462006
Publication date: 15 October 2014
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117913060052
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Cites Work
- Problems in stochastic programming with probabilistic criteria
- Fundamentals of the linearization method for quantile analysis with small random parameters
- Control optimization by the quantile criterion
- On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
- On the question of linear stochastic programming with probabilistic criterion under conditions of uncertainty
- Comparison of the quantile and guaranteeing approaches to system analysis
Cited In (5)
- On Computing the Least Quantile of Squares Estimate
- Algorithm 727: Quantile estimation using overlapping batch statistics
- Conformal Mapping: A Robust Method for Computing Quantiles
- Equivalence of the problems with quantile and integral quantile criteria
- An accurate, non-iterative approximation for studentized range quantiles
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