scientific article; zbMATH DE number 1016946
From MaRDI portal
Publication:4339054
zbMath0885.90088MaRDI QIDQ4339054
Publication date: 4 June 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
Related Items (46)
Smooth Approximation of the Quantile Function Derivatives ⋮ Construction of confidence absorbing set for analysis of static stochastic systems ⋮ Minimax estimation by probabilistic criterion ⋮ Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion ⋮ On the convergence of sample approximations for stochastic programming problems with probabilistic criteria ⋮ Application of the Smooth Approximation of the Probability Function in Some Applied Stochastic Programming Problems ⋮ Stochastic problem of competitive location of facilities with quantile criterion ⋮ Quantile criterion-based control of the securities portfolio with a nonzero ruin probability ⋮ Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel ⋮ Solution to a two-step logistics problem in a quintile statement ⋮ Comparison of the quantile and guaranteeing approaches to system analysis ⋮ Optimization of the quantile function on the basis of kernel estimates ⋮ Approximation and contamination bounds for probabilistic programs ⋮ Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm ⋮ Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement ⋮ A numerical method for two-stage stochastic programs under uncertainty ⋮ An Inner-Outer Approximation Approach to Chance Constrained Optimization ⋮ Variable neighborhood search for stochastic linear programming problem with quantile criterion ⋮ Distributionally robust optimization by probability criterion for estimating a bounded signal ⋮ Parametric algorithm for finding a guaranteed solution to a quantile optimization problem ⋮ Problem Statement for Preparing a Single Batch of End Product Under Uncertainty ⋮ Sufficient conditions for quasiconcavity of the probability function ⋮ On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem ⋮ Safety-first portfolio selection ⋮ Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem ⋮ Optimal and suboptimal solutions to stochastically uncertain problems of quintile optimization ⋮ Application of the bootstrap method for estimation of the quantile function ⋮ Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria ⋮ Deterministic equivalents for the problems of stochastic programming with probabilistic criteria ⋮ Parallelization of the quantile function optimization algorithms ⋮ Risk Aversion in Two-Stage Stochastic Integer Programming ⋮ Convergence conditions for the observed mean method in stochastic programming ⋮ Analysis and comparisons of some solution concepts for stochastic programming problems ⋮ On stochastic linear programming problems with the quantile criterion ⋮ Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters ⋮ Two-stage problem of quantile optimization of an investment project ⋮ Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion ⋮ Fundamentals of the linearization method for quantile analysis with small random parameters ⋮ Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion ⋮ General properties of two-stage stochastic programming problems with probabilistic criteria ⋮ Computation of some stochastic linear programming problems with Cauchy and extreme value distributions ⋮ Optimization of the area of a takeoff and landing runway ⋮ On convex parameterization of robust control design for minimizing (conditional) performance at risk ⋮ Approximation of the quantile minimization problem with decision rules ⋮ A two-step capital variation model: optimization by different statistical criteria ⋮ Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria
This page was built for publication: