Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
Year of publication: |
2012
|
---|---|
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
|
Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm |
-
Preprocessing techniques and column generation algorithms for stochastically efficient demand
Lejeune, M. A., (2008)
-
A multiple single-pass heuristic algorithm solving the stochastic assembly line rebalancing problem
Gamberini, Rita, (2009)
-
Farenhorst-Yuan, Taoying, (2010)
- More ...
-
Analysis of criteria VaR and CVaR
Kibzun, Andrej I., (2006)
-
Belev, Sergei, (2020)
-
Belev, Sergei, (2020)
- More ...