Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria
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Publication:2117634
DOI10.1007/978-3-030-77876-7_15zbMath1489.90080OpenAlexW3172046697MaRDI QIDQ2117634
Publication date: 22 March 2022
Full work available at URL: https://doi.org/10.1007/978-3-030-77876-7_15
stochastic programmingvalue-at-riskbilevel programmingsample approximationprobabilistic criterionquantile criterion
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