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"Optimization of the quantile criterion for the convex loss function by a ..."

Andrey I. Kibzun, Evgeniy Matveev (2012)

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DOI: 10.1007/S10479-011-0987-Z

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/KibzunM12
Andrey I. Kibzun, Evgeniy Matveev:
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm. Ann. Oper. Res. 200(1): 183-198 (2012)

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