Stochastic quasigradient algorithm to minimize the quantile function
type: Item
instance of: scholarly article
title: Stochastic quasigradient algorithm to minimize the quantile function
zbMATH Open document ID: 1218.93115
DOI: 10.1134/S0005117910060056
author: A. I. Kibzun
author: E. L. Matveev
published in: Automation and Remote Control
publication date: 2011-01-03T00:00:00Z
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 5831104
zbMATH Keywords: stochastic quasigradient algorithm
zbMATH Keywords: quantile function
zbMATH Keywords: order statistic
MaRDI profile type: Publication
cites work: Q3550889
cites work: Guaranteeing approach to solving quantile optimization problems
cites work: On convergence of a stochastic quasigradient algorithm of quantile optimization
cites work: Order Statistics
cites work: Q3944348
cites work: Convexity properties of probability and quantile functions in optimization problems
cites work: Q5682159
description: scientific article; zbMATH DE number 5831104