On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem

Author: Kibzun A.   Naumov A.   Norkin V.  

Publisher: MAIK Nauka/Interperiodica

ISSN: 0005-1179

Source: Automation and Remote Control, Vol.74, Iss.6, 2013-06, pp. : 951-967

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Abstract