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Parametric algorithm for finding a guaranteed solution to a quantile optimization problem - MaRDI portal

Parametric algorithm for finding a guaranteed solution to a quantile optimization problem (Q6185391)

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scientific article; zbMATH DE number 7784822
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Parametric algorithm for finding a guaranteed solution to a quantile optimization problem
scientific article; zbMATH DE number 7784822

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    Parametric algorithm for finding a guaranteed solution to a quantile optimization problem (English)
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    8 January 2024
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    stochastic programming
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    quantile criterion
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    confidence method
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    quantile optimization
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    guaranteeing solution
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