On convergence of a stochastic quasigradient algorithm of quantile optimization

DOI10.1023/A:1022215131373zbMath1066.90073OpenAlexW50540188MaRDI QIDQ1778843

Yu. S. Kan

Publication date: 17 June 2005

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

Full work available at URL: https://doi.org/10.1023/a:1022215131373

Mathematics Subject Classification ID

Stochastic programming (90C15) Methods of reduced gradient type (90C52)

Related Items (2)

Stochastic quasigradient algorithm to minimize the quantile function ⋮ Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm

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