On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming

DOI10.1134/S0005117914040092zbMath1297.90099OpenAlexW2087349609MaRDI QIDQ463378

O. M. Khromova, A. I. Kibzun

Publication date: 16 October 2014

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

Full work available at URL: https://doi.org/10.1134/s0005117914040092

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15)

Related Items (2)

On reduction of the two-stage problem of quantile optimization to the problem of convex programming ⋮ Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming

Cites Work

• On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
• Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters
• Unnamed Item
• Unnamed Item

This page was built for publication: On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming