Qi Zhang

State University of New York (SUNY) - Stony Brook, Students

Stony Brook, NY

United States

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Scholarly Papers (1)

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A Stochastic Approximation Method for Simulation-Based Quantile Optimization

Number of pages: 40 Posted: 11 May 2021
State University of New York (SUNY) - Stony Brook, Students, Peking University, affiliation not provided to SSRN and State University of New York (SUNY) - Stony Brook, Students
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Abstract:

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Quantile sensitivities, stochastic approximation, simulation optimization