Quantitative stability in stochastic programming (Q1340069): Difference between revisions
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Revision as of 03:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantitative stability in stochastic programming |
scientific article |
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Quantitative stability in stochastic programming (English)
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11 December 1994
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The distance between optimal solutions of stochastic linear programs with fixed recourse is analyzed starting from a ``true'' and an ``approximate'' probability measure. The presented estimate relies on the second-order growth condition of the recourse function \(Q\), rather than on a particular choice of the metric of probability measures, suggested earlier in papers of Römisch and Schultz.
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quantitative stability
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stochastic linear programs
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fixed recourse
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