On approximate computation of the quantile criterion

DOI10.1134/S0005117913060052zbMath1297.90098OpenAlexW2000395412MaRDI QIDQ462006

Yu. S. Kan, A. A. Travin

Publication date: 15 October 2014

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

Full work available at URL: https://doi.org/10.1134/s0005117913060052

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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• Comparison of the quantile and guaranteeing approaches to system analysis
• Fundamentals of the linearization method for quantile analysis with small random parameters
• Control optimization by the quantile criterion
• On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
• On the question of linear stochastic programming with probabilistic criterion under conditions of uncertainty

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