Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem (Q4624952)
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scientific article; zbMATH DE number 7026386
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| English | Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem |
scientific article; zbMATH DE number 7026386 |
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Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem (English)
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20 February 2019
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bilevel optimization
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quantile objective function
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stochastic optimization
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VaR-criterion
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mixed integer programming
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0.9304478
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0.91447973
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0.90582275
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0.90242124
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0.89233243
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0.8920477
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0.88840675
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0.88397616
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0.87571335
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