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GUARANTEEING APPROACH TO SOLVING QUANTILE OPTIMIZATION PROBLEMS.

Authors :
Kibzun, A. I.
Kurbakovskiy, V. Yu.
Source :
Annals of Operations Research; 1991, Vol. 30 Issue 1-4, p81-93, 13p, 1 Chart
Publication Year :
1991

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. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
STOCHASTIC programming
MATHEMATICAL optimization
NUMERICAL analysis
MATHEMATICAL functions
OPERATIONS research
MATHEMATICS

Details

Language :
English
ISSN :
02545330
Volume :
30
Issue :
1-4
Database :
Complementary Index
Journal :
Annals of Operations Research
Publication Type :
Academic Journal
Accession number :
18660470
Full Text :
https://doi.org/10.1007/BF02204810
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