On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters

DOI10.1134/S0005117912020051zbMath1307.90128OpenAlexW2094622590MaRDI QIDQ2261709

I. M. Bobylev, A. V. Naumov

Publication date: 13 March 2015

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117912020051

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Related Items (5)

The decomposition method for two-stage stochastic linear programming problems with quantile criterion ⋮ On approximate computation of the quantile criterion ⋮ On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem ⋮ Bilevel stochastic linear programming problems with quantile criterion ⋮ On reduction of the two-stage problem of quantile optimization to the problem of convex programming

Cites Work

• Investigation of a two-stage integer problem of quantile optimization
• Solution to a two-step logistics problem in a quintile statement
• Foundations of bilevel programming
• Stochastic mathematical programs with equilibrium constraints
• Two-stage problem of quantile optimization of an investment project
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters