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A two-stage quantile linear programming problem

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Publication:1287506
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zbMath0929.90064MaRDI QIDQ1287506

A. V. Naumov, A. I. Kibzun

Publication date: 24 May 1999

Published in: Automation and Remote Control (Search for Journal in Brave)


zbMATH Keywords

two-stage linear problems


Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)


Related Items (5)

The decomposition method for two-stage stochastic linear programming problems with quantile criterion ⋮ Sample average approximation in a two-stage stochastic linear program with quantile criterion ⋮ Bilevel stochastic linear programming problems with quantile criterion ⋮ Two-stage problem of quantile optimization of an investment project ⋮ General properties of two-stage stochastic programming problems with probabilistic criteria






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