A DIRECT SEARCH FRAMEWORK FOR QUANTILE-BASED OPTIMIZATION: THEORY AND APPLICATIONS
碩士 === 國立清華大學 === 工業工程與工程管理學系 === 102 === Risk management aims to minimize the downside of decisions made in stochastic environments. Quantile is the most popular metrics used in risk management. In this paper, we present a newly-developed methodology, called Stochastic Nelder-Mead Simplex Method fo...
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| Format: | Others |
| Language: | zh-TW |
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2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/842yt2 |