On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
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Cites work
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- A Stochastic Programming Model
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- Relaxations for probabilistically constrained programs with discrete random variables
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Cited in
(22)- On the problem of probabilistic optimization of time-limited testing
- On the problem of maximizing the probability of successful passing of a time-limited test
- Risk measures in stochastic programming and robust optimization problems
- Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem
- Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria
- Convergence conditions for the observed mean method in stochastic programming
- Portfolio reshaping under 1st-order stochastic dominance constraints by the exact penalty function methods
- A Stochastic Approximation Method for Simulation-Based Quantile Optimization
- Investigation of a two-stage integer problem of quantile optimization
- Stochastic model of the electric power purchase system on a railway segment
- On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming
- On reduction of the two-stage problem of quantile optimization to the problem of convex programming
- A parallel greedy approach enhanced by genetic algorithm for the stochastic rig routing problem
- Stochastic problem of competitive location of facilities with quantile criterion
- Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems
- Bilevel stochastic linear programming problems with quantile criterion
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
- Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel
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- Application of the smooth approximation of the probability function in some applied stochastic programming problems
- Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming
- Optimization models of anti-terrorist protection
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