Deterministic equivalents for the problems of stochastic programming with probabilistic criteria

DOI10.1134/S0005117906060099zbMATH Open1120.90357MaRDI QIDQ2457586FDOQ2457586

Authors: V. B. Vishnaykov, A. I. Kibzum 

Publication date: 23 October 2007

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

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Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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• Convexity properties of probability and quantile functions in optimization problems
• Bilinear loss function: quantile minimization of its normal distribution
• Deterministic Solutions for a Class of Chance-Constrained Programming Problems
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Cited In (10)

• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On stochastic linear programming problems with the quantile criterion
• Title not available (Why is that?)
• Equivalence of the problems with quantile and integral quantile criteria
• Comparison of some deterministic equivalent formulations of stochastic inequalities
• Optimal control for linear discrete systems with respect to probabilistic criteria
• Deterministic bicriteria model for stochastic variational inequalities

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