Bilevel stochastic linear programming problems with quantile criterion
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Cites work
- scientific article; zbMATH DE number 663895 (Why is no real title available?)
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- Annotated Bibliography on Bilevel Programming and Mathematical Programs with Equilibrium Constraints
- Bilevel and multilevel programming: A bibliography review
- Foundations of bilevel programming
- Government-private sector relations as a Stackelberg game. A degenerate case
- Introduction to Stochastic Programming
- Numerical solution of a linear bilevel problem
- On computational search for optimistic solutions in bilevel problems
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
- On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
- Practical bilevel optimization. Algorithms and applications
- Problems in stochastic programming with probabilistic criteria
- Sensitivity analysis in bilevel linear programming
- Stochastic mathematical programs with equilibrium constraints
- Systems of linear inequalities and linear optimization
Cited in
(16)- 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
- A survey on bilevel optimization under uncertainty
- Risk-averse models in bilevel stochastic linear programming
- On stochastic linear programming problems with the quantile criterion
- scientific article; zbMATH DE number 6167084 (Why is no real title available?)
- Stochastic problem of competitive location of facilities with quantile criterion
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
- Exploiting the polyhedral geometry of stochastic linear bilevel programming
- Comparison of two algorithms for solving a two-stage bilinear stochastic programming problem with quantile criterion
- Bilevel linear optimization under uncertainty
- On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function
- The Stackelberg model in territorial planning
- A Bilevel Stochastic Programming Problem with Random Parameters in the Follower’s Objective Function
- Existence of solutions for a class of bilevel stochastic linear programs
- Bilevel optimization: theory, algorithms, applications and a bibliography
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