On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming
type: Item
instance of: scholarly article
title: On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming
zbMATH Open document ID: 1297.90099
DOI: 10.1134/S0005117914040092
author: A. I. Kibzun
author: O. M. Khromova
published in: Automation and Remote Control
publication date: 2014-10-16T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C11
zbMATH DE Number: 6356761
MaRDI profile type: Publication
cites work: Q3947445
cites work: Q3550889
cites work: Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters
cites work: On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
full work available at URL: s0005117914040092
OpenAlex ID: W2087349609
description: scientific article; zbMATH DE number 6356761