A Stochastic Approximation Method for Simulation-Based Quantile Optimization
- Jiaqiao Hu ,
Jiaqiao Hu
[email protected]https://orcid.org/0000-0002-9999-672X
Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook, New York 11794;
- Yijie Peng ,
Corresponding Author
Yijie Peng
[email protected]https://orcid.org/0000-0003-2584-8131
Department of Management Science and Information Systems, Guanghua School of Management Peking University, Beijing 100871, China
- Gongbo Zhang,
Gongbo Zhang
[email protected]Department of Management Science and Information Systems, Guanghua School of Management Peking University, Beijing 100871, China
- Qi Zhang
Qi Zhang
[email protected]Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook, New York 11794;
Jiaqiao Hu
[email protected]https://orcid.org/0000-0002-9999-672X
Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook, New York 11794;
Corresponding Author
Yijie Peng
[email protected]https://orcid.org/0000-0003-2584-8131
Department of Management Science and Information Systems, Guanghua School of Management Peking University, Beijing 100871, China
Gongbo Zhang
[email protected]Department of Management Science and Information Systems, Guanghua School of Management Peking University, Beijing 100871, China
Qi Zhang
[email protected]Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook, New York 11794;
