Stochastic programming problems with probabilistic criteria, mathematical modeling
Main publications:
S. V. Ivanov, “Bilevel stochastic linear programming problems with quantile criterion”, Autom. Remote Control, 75:1 (2014), 107–118
S. V. Ivanov, A. V. Naumov, “Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters”, Autom. Remote Control, 73:1 (2012), 105–117
A. V. Naumov, S. V. Ivanov, “On stochastic linear programming problems with the quantile criterion”, Autom. Remote Control, 72:2 (2011), 353–369
