Comparison of two algorithms for solving a two‐stage bilinear stochastic programming problem with quantile criterion (Q4620134)
From MaRDI portal
scientific article; zbMATH DE number 7015432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of two algorithms for solving a two‐stage bilinear stochastic programming problem with quantile criterion |
scientific article; zbMATH DE number 7015432 |
Statements
Comparison of two algorithms for solving a two‐stage bilinear stochastic programming problem with quantile criterion (English)
0 references
8 February 2019
0 references
stochastic programming
0 references
two-stage problem
0 references
quantile function
0 references
value-at-risk criterion
0 references
confidence method
0 references
mixed integer linear programming problem
0 references
convex programming
0 references
