Convergence of Discrete Approximations of Stochastic Programming Problems with Probabilistic Criteria

DOI10.1007/978-3-319-44914-2_41zbMath1391.90444OpenAlexW2558480651MaRDI QIDQ3133242

A. I. Kibzun, Sergey V. Ivanov

Publication date: 13 February 2018

Published in: Discrete Optimization and Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-44914-2_41

zbMATH Keywords

stochastic programmingvalue-at-riskconvergent discretizationquantile functionprobabilistic criterion

Mathematics Subject Classification ID

Stochastic programming (90C15)

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