The decomposition method for two-stage stochastic linear programming problems with quantile criterion

DOI10.1134/S0005117918020030zbMath1391.93303OpenAlexW2792891120MaRDI QIDQ1642033

A. V. Naumov, I. D. Zhenevskaya

Publication date: 20 June 2018

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

Full work available at URL: https://doi.org/10.1134/s0005117918020030

zbMATH Keywords

linear programmingstochastic programmingtwo-stage problemsdecompositional algorithmsquantile criterion

Mathematics Subject Classification ID

Linear programming (90C05) Dynamic programming (90C39) System structure simplification (93B11) Optimal stochastic control (93E20)

Related Items (1)

General properties of two-stage stochastic programming problems with probabilistic criteria

Cites Work

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