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On the smoothness of an objective function in quantile optimization problems

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Publication:1281045
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zbMath0920.90109MaRDI QIDQ1281045

A. I. Kibzun, G. L. Tret'yakov

Publication date: 29 June 1999

Published in: Automation and Remote Control (Search for Journal in Brave)


zbMATH Keywords

stochastic optimizationdifferentiability of the quantile function


Mathematics Subject Classification ID

Stochastic programming (90C15)


Related Items (3)

Partitioning, duality, and linkage disequilibria in the Moran model with recombination ⋮ Application of the Smooth Approximation of the Probability Function in Some Applied Stochastic Programming Problems ⋮ Single-crossover recombination and ancestral recombination trees







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