Deterministic Equivalents for the Problems of Stochastic Programming with Probabilistic Criteria

V. B. Vishnaykov; A. I. Kibzun

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Deterministic Equivalents for the Problems of Stochastic Programming with Probabilistic Criteria

机译：具有概率准则的随机规划问题的确定性等价

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Consideration was given to the problems of stochastic programming with probabilistic and quantile criteria. For some special cases, deterministic equivalents of the original stochastic problems were constructed. The convex properties of the probabilistic and quantile criteria were established for the problems under study.

机译：考虑了具有概率和分位数标准的随机编程问题。对于某些特殊情况，构造了原始随机问题的确定性等价物。针对所研究的问题建立了概率和分位数标准的凸性质。

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《Automation and Remote Control》 |2006年第6期|共17页
作者
V. B. Vishnaykov; A. I. Kibzun;
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1. Deterministic Equivalents for the Problems of Stochastic Programming with Probabilistic Criteria [J] . V. B. Vishnaykov, A. I. Kibzun Automation and Remote Control . 2006,第6期

机译：具有概率准则的随机规划问题的确定性等价
2. General Properties of Two-Stage Stochastic Programming Problems with Probabilistic Criteria [J] . Ivanov S. V., Kibzun A. I. Automation and Remote Control . 2019,第6期

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3. On the Convergence of Sample Approximations for Stochastic Programming Problems with Probabilistic Criteria [J] . Ivanov S. V., Kibzun A. I. Automation and Remote Control . 2018,第2期

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4. Sample Approximations of Bilevel Stochastic Programming Problems with Probabilistic and Quantile Criteria [C] . Sergey V. Ivanov, Aleksei N. Ignatov International Conference on Mathematical Optimization Theory and Operations Research . 2021

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7. On smooth approximation of probabilistic criteria in stochastic programming problems [O] . Vitaliy Sobol, Roman Torishnyi 2020

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8. Deterministic Equivalent for a Continuous Linear-Convex Stochastic Control Problem [R] . Sethi, S., Taksar, M. I. 1987

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Deterministic Equivalents for the Problems of Stochastic Programming with Probabilistic Criteria

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