An algorithm to solve a quantile optimization problem with loss function having a separable structure, and its application to an aerospace problem
From MaRDI portal
Publication:6574632
Cites work
- scientific article; zbMATH DE number 3968338 (Why is no real title available?)
- scientific article; zbMATH DE number 3720680 (Why is no real title available?)
- scientific article; zbMATH DE number 3599817 (Why is no real title available?)
- scientific article; zbMATH DE number 651952 (Why is no real title available?)
- scientific article; zbMATH DE number 1016946 (Why is no real title available?)
- scientific article; zbMATH DE number 3365056 (Why is no real title available?)
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- A simulated annealing approach for reliability-based chance-constrained programming
- Chance-constrained programming
- Concavity and efficient points of discrete distributions in probabilistic programming.
- Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
- Deterministic Solutions for a Class of Chance-Constrained Programming Problems
- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
- Optimization of the area of a takeoff and landing runway
- Sample average approximation method for chance constrained programming: Theory and applications
- Variable neighborhood search
This page was built for publication: An algorithm to solve a quantile optimization problem with loss function having a separable structure, and its application to an aerospace problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6574632)