Sufficient conditions for quasiconcavity of the probability function

DOI10.1134/S0005117910030057zbMath1198.93240MaRDI QIDQ1956895

E. L. Matveev, A. I. Kibzun

Publication date: 24 September 2010

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

zbMATH Keywords

quantile functionsprobabilistic measurestochastic optimization problemsquasiconcavity (logarithmic concavity)

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

Related Items (1)

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

Cites Work

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• On convexity of measures
• An algorithm of quantile estimation of an unknown parameter
• \(\alpha\)-concave functions and measures and their applications

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