Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion

DOI10.1134/S0005117919010041MaRDI QIDQ2287157zbMATH OpenOpenAlexFDO

Authors A. I. Kibzun, Sergey V. Ivanov, Nenad Mladenović

Publication date 23 January 2020

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

Full work available at URL https://doi.org/10.1134/s0005117919010041

zbMATH Keywords

confidence methodquantile criterionsample approximationtwo-stage problemvariable neighborhood search

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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Cited in

(1)

• Variable neighborhood search for stochastic linear programming problem with quantile criterion

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