Stochastic Programming Problems with Probability and Quantile Functions.

1997 ◽  
Vol 48 (8) ◽  
pp. 849
Author(s):  
F. Schoen ◽  
A. I. Kibzun ◽  
Y. S. Kan
Keyword(s):  
Stochastic Programming ◽  
Quantile Functions

Stochastic Programming Problems with Probability and Quantile Functions

1998 ◽  
Vol 93 (442) ◽  
pp. 842
Author(s):  
John Chih-Hang Wu ◽  
Andrey I. Kibzun ◽  
Yuri S. Kan
Keyword(s):  
Stochastic Programming ◽  
Quantile Functions

Nonlinear Stochastic Programming Involving CVaR in the Objective and Constraints

Informatica ◽  
2015 ◽  
Vol 26 (4) ◽  
pp. 569-591 ◽  
Author(s):  
Valerijonas Dumskis ◽  
Leonidas Sakalauskas
Keyword(s):  
Stochastic Programming
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