Comparison of two algorithms for solving a two-stage bilinear stochastic programming problem with quantile criterion

Andrey Kibzun

doi:10.1002/asmb.2115

Comparison of two algorithms for solving a two-stage bilinear stochastic programming problem with quantile criterion

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.2115 ◽

2015 ◽

Vol 31 (6) ◽

pp. 862-874 ◽

Cited By ~ 5

Author(s):

Andrey Kibzun

Keyword(s):

Stochastic Programming ◽

Programming Problem ◽

Two Stage ◽

Stochastic Programming Problem ◽

Quantile Criterion

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Variable Neighborhood Search for a Two-Stage Stochastic Programming Problem with a Quantile Criterion

Automation and Remote Control ◽

10.1134/s0005117919010041 ◽

2019 ◽

Vol 80 (1) ◽

pp. 43-52

Author(s):

S. V. Ivanov ◽

A. I. Kibzun ◽

N. Mladenović

Keyword(s):

Stochastic Programming ◽

Programming Problem ◽

Variable Neighborhood Search ◽

Neighborhood Search ◽

Two Stage ◽

Stochastic Programming Problem ◽

Quantile Criterion

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A two-stage stochastic programming problem of the block type

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/0041-5553(78)90040-x ◽

1978 ◽

Vol 18 (2) ◽

pp. 66-75 ◽

Cited By ~ 1

Author(s):

V.I. Tsurkov

Keyword(s):

Stochastic Programming ◽

Programming Problem ◽

Block Type ◽

Two Stage ◽

Stochastic Programming Problem

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Modified L-shaped Decomposition Method with Scenario Aggregation for a Two-Stage Stochastic Programming Problem

Information Technology And Control ◽

10.5755/j01.itc.47.4.20103 ◽

2018 ◽

Vol 47 (4) ◽

Author(s):

Ana Ušpurienė ◽

Leonidas Sakalauskas ◽

Gediminas Gricius

Keyword(s):

Stochastic Programming ◽

Programming Problem ◽

Decomposition Method ◽

Two Stage ◽

Stochastic Programming Problem ◽

Scenario Aggregation

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TWO-STAGE STOCHASTIC PROGRAMMING PROBLEM CONSIDERING VARIANCE

Transactions of the Operations Research Society of Japan ◽

10.15807/torsj.53.114 ◽

2010 ◽

Vol 53 (0) ◽

pp. 114-132 ◽

Cited By ~ 1

Author(s):

Takayuki Shiina ◽

Yu Tagaya ◽

Susumu Morito

Keyword(s):

Stochastic Programming ◽

Programming Problem ◽

Two Stage ◽

Stochastic Programming Problem

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The block two-stage stochastic programming problem with continuous distribution of the constraint vector

Cybernetics ◽

10.1007/bf01099377 ◽

1980 ◽

Vol 16 (1) ◽

pp. 145-148

Author(s):

Yu. A. Belov

Keyword(s):

Stochastic Programming ◽

Programming Problem ◽

Continuous Distribution ◽

Two Stage ◽

Stochastic Programming Problem

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Discrete approximation of linear two–stage stochastic programming problem

Numerical Functional Analysis and Optimization ◽

10.1080/01630568708816224 ◽

1987 ◽

Vol 9 (1-2) ◽

pp. 19-33 ◽

Cited By ~ 5

Author(s):

R. Lepp

Keyword(s):

Stochastic Programming ◽

Programming Problem ◽

Discrete Approximation ◽

Two Stage ◽

Stochastic Programming Problem

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A Bilevel Stochastic Programming Problem with Random Parameters in the Follower’s Objective Function

Journal of Applied and Industrial Mathematics ◽

10.1134/s1990478918040063 ◽

2018 ◽

Vol 12 (4) ◽

pp. 658-667 ◽

Cited By ~ 2

Author(s):

S. V. Ivanov

Keyword(s):

Stochastic Programming ◽

Objective Function ◽

Programming Problem ◽

Random Parameters ◽

Stochastic Programming Problem

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Biform game: Reflection as a stochastic programming problem

International Journal of Production Economics ◽

10.1016/j.ijpe.2012.10.021 ◽

2013 ◽

Vol 142 (1) ◽

pp. 124-129 ◽

Cited By ~ 2

Author(s):

Nichalin S. Summerfield ◽

Moshe Dror

Keyword(s):

Stochastic Programming ◽

Programming Problem ◽

Stochastic Programming Problem

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Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution

Mathematical Methods of Operations Research ◽

10.1007/bf01421551 ◽

1990 ◽

Vol 34 (6) ◽

pp. 441-461 ◽

Cited By ~ 38

Author(s):

A. Pr�kopa

Keyword(s):

Probability Distribution ◽

Stochastic Programming ◽

Programming Problem ◽

Dual Method ◽

Discrete Probability ◽

Discrete Probability Distribution ◽

Stochastic Programming Problem ◽

One Stage

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A global algorithm for minimax solutions to a stochastic programming problem

Computers & Operations Research ◽

10.1016/0305-0548(78)90025-4 ◽

1978 ◽

Vol 5 (3) ◽

pp. 197-204 ◽

Cited By ~ 3

Author(s):

R.G. Dyson ◽

G. Swaithes

Keyword(s):

Stochastic Programming ◽

Programming Problem ◽

Stochastic Programming Problem ◽

Minimax Solutions ◽

Global Algorithm

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