Kan Yu

Yu Kan

Information about the author Yu Kan will soon be added to the site.
Found 3 papers in total
Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters
Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters
2017
We propose a method for solving quantile optimization problems with a loss function...
On approximate computation of the quantile criterion
On approximate computation of the quantile criterion
2013
We propose a method for computing the quantile criterion with given accuracy based on...
Quantile criterion-based control of the securities portfolio with a nonzero ruin probability
Quantile criterion-based control of the securities portfolio with a nonzero ruin probability
2013
For the portfolio of investments into securities of two kinds, consideration was given...
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