Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
Andrey Kibzun; Evgeniy Matveev
| Year of publication: |
2012
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|---|---|
| Authors: | Kibzun, Andrej I. ; Matveev, Evgeniy |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 200.2012, p. 183-198
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| Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009688655