Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters
type: Item
instance of: scholarly article
title: Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters
zbMATH Open document ID: 1373.93090
DOI: 10.1134/S0005117917070074
author: S. N. Vasil'eva
author: Yu. S. Kan
published in: Automation and Remote Control
publication date: 2017-11-03T00:00:00Z
Mathematics Subject Classification ID: 93B18
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6802685
zbMATH Keywords: quantile optimization
zbMATH Keywords: linearization method
zbMATH Keywords: vector of small random parameters
zbMATH Keywords: kernel of a probability measure
MaRDI profile type: Publication
cites work: Q3550889
cites work: Fundamentals of the linearization method for quantile analysis with small random parameters
cites work: A method for solving quantile optimization problems with a bilinear loss function
cites work: Q4506364
cites work: Q4044371
full work available at URL: s0005117917070074
OpenAlex ID: W2739326794
description: scientific article; zbMATH DE number 6802685