| Article ID: | iaor19912118 |
| Country: | Switzerland |
| Volume: | 30 |
| Start Page Number: | 81 |
| End Page Number: | 94 |
| Publication Date: | Mar 1991 |
| Journal: | Annals of Operations Research |
| Authors: | Kibzun A.I., Kurbakovskiy V.Yu. |
This paper presents a numerical method for solving quantile optimization problems, i.e. stochastic programming problems in which the quantile of the distribution of an objective function is the criterion to be optimized.