The decomposition method for two-stage stochastic linear programming problems with quantile criterion (Q1642033): Difference between revisions

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+Introduction to Stochastic Programming
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+Quantile criterion-based control of the securities portfolio with a nonzero ruin probability
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+A two-step capital variation model: optimization by different statistical criteria
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+Solution to a two-step logistics problem in a quintile statement
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+Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems
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+On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
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+Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters
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+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
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+A two-stage quantile linear programming problem
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+https://doi.org/10.1134/s0005117918020030
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