An algorithm to solve a quantile optimization problem with loss function having a separable structure, and its application to an aerospace problem

DOI10.1002/ASMB.2475MaRDI QIDQ6574632FDOQ6574632

Authors: Sergey V. Ivanov, A. I. Kibzun, A. S. Stepanova 

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

variable neighborhood searchsample average approximationquantile objectiverunway

Mathematics Subject Classification ID

Statistics (62-XX)

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• A simulated annealing approach for reliability-based chance-constrained programming

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