Comparison of two algorithms for solving a two-stage bilinear stochastic programming problem with quantile criterion (Q4620134)
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scientific article; zbMATH DE number 7015432
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| English | Comparison of two algorithms for solving a two-stage bilinear stochastic programming problem with quantile criterion |
scientific article; zbMATH DE number 7015432 |
Statements
Comparison of two algorithms for solving a two‐stage bilinear stochastic programming problem with quantile criterion (English)
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8 February 2019
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stochastic programming
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two-stage problem
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quantile function
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value-at-risk criterion
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confidence method
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mixed integer linear programming problem
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convex programming
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0.865272581577301
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0.8543775081634521
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0.8296861052513123
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0.8216298818588257
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