Bilevel stochastic linear programming problems with quantile criterion
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Publication:463316
DOI10.1134/S0005117914010081zbMATH Open1297.90096MaRDI QIDQ463316FDOQ463316
Authors: Sergey V. Ivanov 
Publication date: 16 October 2014
Published in: Automation and Remote Control (Search for Journal in Brave)
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- A Representation and Economic Interpretation of a Two-Level Programming Problem
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- Introduction to Stochastic Programming
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
- On computational search for optimistic solutions in bilevel problems
- Aluminum Production Modeling—A Nonlinear Bilevel Programming Approach
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- A two-stage quantile linear programming problem
- On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
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- Numerical solution of a linear bilevel problem
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
- Title not available (Why is that?)
- 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
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Existence of solutions for a class of bilevel stochastic linear programs
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