Abstract
The article considers a plane quantile optimization problem with a bilinear loss function, which, using suffi cient optimality conditions, is reduced to a linear programming problem. The reduction is based on the use of a polyhedral model of the kernel of the probability distribution of the vector of random parameters. To build this model, an algorithm based on the method of statistical modeling is proposed. A description of the software package for constructing a kernel model for a number of probability distributions of random parameters is given.
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