ISSN:
1572-9338
Keywords:
Quantile
;
stochastic programming problem
;
stochastic approximation method
;
extremal order statistics
;
quasigradient
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
,
Economics
Notes:
Abstract This paper presents a numerical method for solving quantile optimization problems, i.e. stochastic programming problems in which the quantile of the distribution of an objective function is the criterion to be optimized.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02204810
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