Pages that link to "Item:Q2263338"
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The following pages link to Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems (Q2263338):
Displaying 10 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- The decomposition method for two-stage stochastic linear programming problems with quantile criterion (Q1642033) (← links)
- Convergence conditions for the observed mean method in stochastic programming (Q1745693) (← links)
- Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria (Q2117634) (← links)
- Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel (Q2173180) (← links)
- Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion (Q2287157) (← links)
- General properties of two-stage stochastic programming problems with probabilistic criteria (Q2290416) (← links)
- Sample average approximation in a two-stage stochastic linear program with quantile criterion (Q2424185) (← links)
- Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem (Q4624952) (← links)
- Two-Stage Stochastic Facility Location Model with Quantile Criterion and Choosing Reliability Level (Q5066535) (← links)
