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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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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