A method for solving quantile optimization problems with a bilinear loss function
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Cites work
Cited in
(14)- Bilinear loss function: quantile minimization of its normal distribution
- Parametric algorithm for finding a guaranteed solution to a quantile optimization problem
- Construction of confidence absorbing set for analysis of static stochastic systems
- A Stochastic Approximation Method for Simulation-Based Quantile Optimization
- A note on the quantile formulation
- An extension of the quantile optimization problem with a loss function linear in random parameters
- Parallelization of the quantile function optimization algorithms
- Bi-level path following for cross validated solution of kernel quantile regression
- 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
- Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters
- Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming
- Bilinear quantile optimization: a numerical algorithm
- Quantile minimization with bilinear loss function
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