Deterministic equivalents for the problems of stochastic programming with probabilistic criteria

DOI10.1134/S0005117906060099zbMath1120.90357MaRDI QIDQ2457586

A. I. Kibzum, V. B. Vishnaykov

Publication date: 23 October 2007

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

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (3)

Equivalence of the problems with quantile and integral quantile criteria ⋮ On stochastic linear programming problems with the quantile criterion ⋮ Optimal control for linear discrete systems with respect to probabilistic criteria

Cites Work

• Convexity properties of probability and quantile functions in optimization problems
• Bilinear loss function: quantile minimization of its normal distribution
• Deterministic Solutions for a Class of Chance-Constrained Programming Problems
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