Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria
From MaRDI portal
Publication:2117634
DOI10.1007/978-3-030-77876-7_15zbMATH Open1489.90080OpenAlexW3172046697MaRDI QIDQ2117634FDOQ2117634
Publication date: 22 March 2022
Full work available at URL: https://doi.org/10.1007/978-3-030-77876-7_15
bilevel programmingstochastic programmingvalue-at-risksample approximationprobabilistic criterionquantile criterion
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Variational Analysis
- Practical bilevel optimization. Algorithms and applications
- Foundations of bilevel programming
- Bilevel Programming Problems
- Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
- Lectures on stochastic programming. Modeling and theory.
- Sample average approximation method for chance constrained programming: Theory and applications
- Stackelberg solutions for fuzzy random bilevel linear programming through level sets and probability maximization
- A Bilevel Stochastic Programming Problem with Random Parameters in the Follower’s Objective Function
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
- Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography
- Risk-Averse Models in Bilevel Stochastic Linear Programming
- Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem
- Bilevel Linear Optimization Under Uncertainty
- Estimation of the necessary sample size for approximation of stochastic optimization problems with probabilistic criteria
- General properties of two-stage stochastic programming problems with probabilistic criteria
Cited In (6)
- Title not available (Why is that?)
- Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem
- Stochastic bilevel programming with multiple followers: a solution approach using the systematic sampling evolutionary method
- Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
- A Bilevel Stochastic Programming Problem with Random Parameters in the Follower’s Objective Function
- A class of expected value bilevel programming problems with random coefficients based on rough approximation and its application to a production-inventory system
This page was built for publication: Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2117634)
