On reduction of the two-stage problem of quantile optimization to the problem of convex programming

DOI10.1134/S0005117914050051zbMath1297.90100OpenAlexW1998496559MaRDI QIDQ463388

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/s0005117914050051

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Cites Work

• On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
• On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming
• On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
• Introduction to Stochastic Programming
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