Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems (Q2263338): Difference between revisions
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scientific article
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English | Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems |
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Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems (English)
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18 March 2015
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stochastic programming
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two-stage problems
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quantile programming
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probabilistic constraints
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deterministic equivalent
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mixed-integer optimization problems
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discrete programming
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