Convex properties of the quantile function in stochastic programming

DOI10.1023/B:AURC.0000014715.56013.7FzbMath1097.90037OpenAlexW1984690567MaRDI QIDQ1778971

A. I. Kibzun, Evgeny A. Kuznetsov

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/b:aurc.0000014715.56013.7f

Mathematics Subject Classification ID

Stochastic programming (90C15)

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