Approximation of the quantile minimization problem with decision rules

DOI10.1080/1055678021000033991zbMath1064.90031OpenAlexW2095536715MaRDI QIDQ4709736

R.Lepp

Publication date: 2002

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1055678021000033991

zbMATH Keywords

Probability And Quantile Functions, Decision Rules, Discrete Approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) 2-person games (91A05) Approximation methods and heuristics in mathematical programming (90C59) Optimal stochastic control (93E20)

Related Items (1)

Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion

Cites Work

• On the convergence of the method of mechanical quadratures for integral equations with discontinuous kernels
• A survey of the theory of spectral operators
• Discrete approximation and stability in extremal problems
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