Approximation of the quantile minimization problem with decision rules
From MaRDI portal
Publication:4709736
DOI10.1080/1055678021000033991zbMath1064.90031MaRDI QIDQ4709736
Publication date: 2002
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1055678021000033991
90C15: Stochastic programming
91A05: 2-person games
90C59: Approximation methods and heuristics in mathematical programming
93E20: Optimal stochastic control
Cites Work