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GUARANTEEING APPROACH TO SOLVING QUANTILE OPTIMIZATION PROBLEMS.
- 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]
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