Convexity properties of probability and quantile functions in optimization problems
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Publication:1287413
zbMath0927.90089MaRDI QIDQ1287413
Publication date: 24 May 1999
Published in: Automation and Remote Control (Search for Journal in Brave)
Related Items (9)
Construction of confidence absorbing set for analysis of static stochastic systems ⋮ Stochastic quasigradient algorithm to minimize the quantile function ⋮ Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm ⋮ Optimal and suboptimal solutions to stochastically uncertain problems of quintile optimization ⋮ Deterministic equivalents for the problems of stochastic programming with probabilistic criteria ⋮ Construction of confidence absorbing sets using statistical methods ⋮ Fuzzy random programming with equilibrium chance constraints ⋮ On stochastic linear programming problems with the quantile criterion ⋮ Star-shaped approximation approach for stochastic programming problems with probability function
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