On reduction of the two-stage problem of quantile optimization to the problem of convex programming
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Cites work
- scientific article; zbMATH DE number 3765534 (Why is no real title available?)
- Introduction to Stochastic Programming
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
- On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming
- On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
- Problems in stochastic programming with probabilistic criteria
Cited in
(24)- Guaranteeing approach to solving quantile optimization problems
- A two-stage quantile linear programming problem
- A quasi-gradient algorithm for minimizing the quantile function
- A two-stage problem of quantile optimization of a hospital budget
- The decomposition method for two-stage stochastic linear programming problems with quantile criterion
- A linear two-stage stochastic programming problem with quantile criterion: its discrete approximation
- Bilinear loss function: quantile minimization of its normal distribution
- Quantile minimization with bilinear loss function
- Two-stage problem of quantile optimization of an investment project
- An extension of the quantile optimization problem with a loss function linear in random parameters
- Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters
- On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
- Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems
- Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion
- General properties of two-stage stochastic programming problems with probabilistic criteria
- Sample average approximation in a two-stage stochastic linear program with quantile criterion
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
- Comparison of two algorithms for solving a two-stage bilinear stochastic programming problem with quantile criterion
- Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem
- On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming
- Parametric algorithm for finding a guaranteed solution to a quantile optimization problem
- \(P2q\) hierarchical decomposition algorithm for quantile optimization: application to irrigation strategies design
- Investigation of a two-stage integer problem of quantile optimization
- Solution to a two-step logistics problem in a quintile statement
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