The following pages link to (Q4339054):
Displayed 46 items.
- Stochastic problem of competitive location of facilities with quantile criterion (Q334214) (← links)
- A numerical method for two-stage stochastic programs under uncertainty (Q410561) (← links)
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem (Q462008) (← links)
- On stochastic linear programming problems with the quantile criterion (Q544782) (← links)
- Analysis and comparisons of some solution concepts for stochastic programming problems (Q699511) (← links)
- Optimization of the area of a takeoff and landing runway (Q740555) (← links)
- Construction of confidence absorbing set for analysis of static stochastic systems (Q827962) (← links)
- Solution to a two-step logistics problem in a quintile statement (Q885773) (← links)
- Comparison of the quantile and guaranteeing approaches to system analysis (Q885832) (← links)
- Optimization of the quantile function on the basis of kernel estimates (Q885833) (← links)
- Optimal and suboptimal solutions to stochastically uncertain problems of quintile optimization (Q927485) (← links)
- Application of the bootstrap method for estimation of the quantile function (Q927585) (← links)
- Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria (Q927588) (← links)
- Fundamentals of the linearization method for quantile analysis with small random parameters (Q1003008) (← links)
- Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion (Q1642030) (← links)
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria (Q1642031) (← links)
- Convergence conditions for the observed mean method in stochastic programming (Q1745693) (← links)
- Approximation and contamination bounds for probabilistic programs (Q1931626) (← links)
- Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm (Q1931654) (← links)
- Sufficient conditions for quasiconcavity of the probability function (Q1956895) (← links)
- Two-stage problem of quantile optimization of an investment project (Q2017553) (← links)
- Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria (Q2117634) (← links)
- Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel (Q2173180) (← links)
- Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters (Q2261687) (← links)
- Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion (Q2287157) (← links)
- Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396) (← links)
- General properties of two-stage stochastic programming problems with probabilistic criteria (Q2290416) (← links)
- Minimax estimation by probabilistic criterion (Q2371601) (← links)
- Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019) (← links)
- Variable neighborhood search for stochastic linear programming problem with quantile criterion (Q2423821) (← links)
- Deterministic equivalents for the problems of stochastic programming with probabilistic criteria (Q2457586) (← links)
- Parallelization of the quantile function optimization algorithms (Q2458073) (← links)
- A two-step capital variation model: optimization by different statistical criteria (Q2577225) (← links)
- Risk Aversion in Two-Stage Stochastic Integer Programming (Q3001274) (← links)
- On convex parameterization of robust control design for minimizing (conditional) performance at risk (Q3626933) (← links)
- Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem (Q4624952) (← links)
- Approximation of the quantile minimization problem with decision rules (Q4709736) (← links)
- Application of the Smooth Approximation of the Probability Function in Some Applied Stochastic Programming Problems (Q5066540) (← links)
- Problem Statement for Preparing a Single Batch of End Product Under Uncertainty (Q5122348) (← links)
- An Inner-Outer Approximation Approach to Chance Constrained Optimization (Q5355201) (← links)
- Computation of some stochastic linear programming problems with Cauchy and extreme value distributions (Q5460581) (← links)
- Smooth Approximation of the Quantile Function Derivatives (Q5883395) (← links)
- Safety-first portfolio selection (Q5891856) (← links)
- Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement (Q6094341) (← links)
- Distributionally robust optimization by probability criterion for estimating a bounded signal (Q6134057) (← links)
- Parametric algorithm for finding a guaranteed solution to a quantile optimization problem (Q6185391) (← links)