Sample Approximations of Bilevel Stochastic Programming Problems with Probabilistic and Quantile Criteria.
Sergey V. IvanovAleksei N. IgnatovPublished in: MOTOR (2021)
Keyphrases
- stochastic programming problems
- bayesian networks
- uncertain data
- linear programming
- generative model
- evaluation criteria
- multi criteria
- case study
- probabilistic model
- sample size
- small sample
- central limit theorem
- evolutionary algorithm
- posterior probability
- genetic algorithm
- multiple criteria
- probability theory
- sample points
- bilevel programming