Parametric optimization of a quantile

zbMath0906.90132MaRDI QIDQ1390598

K. A. Karp, V. V. Darnopykh, A. Yu. Smusev, V. V. Malyshev

Publication date: 5 November 1998

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

probabilistic optimizationconfidence approach

Mathematics Subject Classification ID

Stochastic programming (90C15)

This page was built for publication: Parametric optimization of a quantile