We consider the two-stage stochastic linear programming problem with quantile criterion in case when the vector of random parameters has a discrete distribution with a finite number of realizations. Based on the confi...
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We consider the two-stage stochastic linear programming problem with quantile criterion in case when the vector of random parameters has a discrete distribution with a finite number of realizations. Based on the confidence method and duality theorems, we construct a decompositional algorithm for finding guaranteeing solutions.
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