Bilevel stochastic linear programming problems with quantile criterion
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Publication:463316
DOI10.1134/S0005117914010081zbMath1297.90096MaRDI QIDQ463316
Publication date: 16 October 2014
Published in: Automation and Remote Control (Search for Journal in Brave)
Related Items (10)
On the convergence of sample approximations for stochastic programming problems with probabilistic criteria ⋮ Stochastic problem of competitive location of facilities with quantile criterion ⋮ A survey on bilevel optimization under uncertainty ⋮ Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem ⋮ The Stackelberg model in territorial planning ⋮ Risk-Averse Models in Bilevel Stochastic Linear Programming ⋮ On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function ⋮ Existence of solutions for a class of bilevel stochastic linear programs ⋮ Bilevel Linear Optimization Under Uncertainty ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography
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