Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion

DOI10.1134/S0005117919010041zbMath1437.90113OpenAlexW2935229915MaRDI QIDQ2287157

A. I. Kibzun, Sergey V. Ivanov, Nenad Mladenović

Publication date: 23 January 2020

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

Full work available at URL: https://doi.org/10.1134/s0005117919010041

zbMATH Keywords

variable neighborhood searchsample approximationconfidence methodtwo-stage problemquantile criterion

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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