Related references
Note: Only part of the references are listed.On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
A. V. Naumov et al.
AUTOMATION AND REMOTE CONTROL (2012)
Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters
S. V. Ivanov et al.
AUTOMATION AND REMOTE CONTROL (2012)
A difference of convex formulation of value-at-risk constrained optimization
David Wozabal et al.
OPTIMIZATION (2010)
Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications
B. K. Pagnoncelli et al.
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2009)
Share Paper
