A quasi-gradient algorithm for minimizing the quantile function

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Publication:1390631

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zbMath0906.90190MaRDI QIDQ1390631

Publication date: 18 October 1998

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

zbMATH Keywords

Nash equilibrium quantile minimization stochastic quasi-gradient algorithm

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Applications of game theory (91A80) Reliability, availability, maintenance, inspection in operations research (90B25)

Related Items (1)

Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm

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