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Control Optimization by the Quantile Criterion

Automation and Remote Control · 2001 · 16 citations · 1 references

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Natural SciencesIndustrial EngineeringMathematicsOptimizationProcess ControlQuantitative FinanceControl SystemsControl TheoryOptimal ControlOptimization TheoryStochastic ControlStochastic OptimizationControl OptimizationQuantile ApproximationQuantile TransformationStochastic Optimal Control

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1

Stochastic Programming Problems with Probability and Quantile Functions

A I Kibzun, Y S Kan · Journal of the Operational Research Society · 1997 · 115 citations

Business, Mathematics, Probability Theory +11