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Avtomatika i Telemekhanika, 2012, Issue 2, Pages 61–72 (Mi at3611)  
This article is cited in 8 scientific papers (total in 8 papers)

Linear and Nonlinear Programming

On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters

A. V. Naumov, I. M. Bobylev

Moscow State Aviation Institute, Moscow, Russia
Full-text PDF (245 kB) Citations (8)
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Abstract: Consideration was given to the two-stage problem of stochastic linear programming with a discrete distribution of the random parameter vector. The property of continuity of the quantile function in strategy was proved, the sufficient conditions for existence of solution were formulated, and an algorithm to determine the guaranteeing solution was constructed on the basis of the confidence method and the duality theorem. A deterministic equivalent of the considered problem in the form of a linear programming problem was given for the scalar case.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 06.06.2011
English version:
Automation and Remote Control, 2012, Volume 73, Issue 2, Pages 265–275
DOI: https://doi.org/10.1134/S0005117912020051
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. V. Naumov, I. M. Bobylev, “On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters”, Avtomat. i Telemekh., 2012, no. 2, 61–72; Autom. Remote Control, 73:2 (2012), 265–275
Citation in format AMSBIB
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\pages 265--275
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  • https://www.mathnet.ru/eng/at/y2012/i2/p61
    • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Full-text PDF :226
    References:35
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