An extension of the quantile optimization problem with a loss function linear in random parameters (Q2229545)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of the quantile optimization problem with a loss function linear in random parameters |
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An extension of the quantile optimization problem with a loss function linear in random parameters (English)
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18 February 2021
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stochastic programming
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quantile function
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extension principle
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probability distribution kernel
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probabilistic constraint
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