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Avtomatika i Telemekhanika, 2014, Issue 4, Pages 120–133
(Mi at7536)
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This article is cited in 5 scientific papers (total in 5 papers)
Two-level programming problems
On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming
A. I. Kibzun, O. M. Khromova Moscow State Aviation Institute, Moscow, Russia
Abstract:
Consideration was given to the a priori formulation of the multistage problem of stochastic programming with a quantile criterion which is reducible to the two-stage problem. Equivalence of the two-stage problems with the quantile criterion in the a priori and a posteriori formulations was proved for the general case. The a posteriori formulation of the two-stage problem was in turn reduced to the equivalent problem of mixed integer linear programming. An example was considered.
Citation:
A. I. Kibzun, O. M. Khromova, “On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming”, Avtomat. i Telemekh., 2014, no. 4, 120–133; Autom. Remote Control, 75:4 (2014), 688–699
Linking options:
https://www.mathnet.ru/eng/at7536 https://www.mathnet.ru/eng/at/y2014/i4/p120
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Statistics & downloads: |
Abstract page: | 485 | Full-text PDF : | 109 | References: | 66 | First page: | 20 |
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