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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- scientific article; zbMATH DE number 3349637 (Why is no real title available?)
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Cited in
(21)- Application of the smooth approximation of the probability function in some applied stochastic programming problems
- Risk measures in stochastic programming and robust optimization problems
- A parallel greedy approach enhanced by genetic algorithm for the stochastic rig routing problem
- Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem
- A Stochastic Approximation Method for Simulation-Based Quantile Optimization
- Investigation of a two-stage integer problem of quantile optimization
- Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria
- On the problem of probabilistic optimization of time-limited testing
- Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel
- scientific article; zbMATH DE number 7733439 (Why is no real title available?)
- Stochastic model of the electric power purchase system on a railway segment
- Convergence conditions for the observed mean method in stochastic programming
- Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming
- Bilevel stochastic linear programming problems with quantile criterion
- On the problem of maximizing the probability of successful passing of a time-limited test
- Stochastic problem of competitive location of facilities with quantile criterion
- Optimization models of anti-terrorist protection
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
- Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems
- 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
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