Convergence of discrete approximations of stochastic programming problems with probabilistic criteria

DOI10.1007/978-3-319-44914-2_41MaRDI QIDQ3133242zbMATH OpenOpenAlexFDO

Authors A. I. Kibzun, Sergey V. Ivanov

Publication date 13 February 2018

Published in Discrete Optimization and Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-44914-2_41

zbMATH Keywords

convergent discretizationprobabilistic criterionquantile functionstochastic programmingvalue-at-risk

Mathematics Subject Classification ID

Stochastic programming (90C15)

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