Quantitative stability in stochastic programming (Q1340069): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/bf01582215 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2090787683 / rank | |||
Normal rank | |||
Latest revision as of 11:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantitative stability in stochastic programming |
scientific article |
Statements
Quantitative stability in stochastic programming (English)
0 references
11 December 1994
0 references
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.
0 references
quantitative stability
0 references
stochastic linear programs
0 references
fixed recourse
0 references
0 references
0 references
0 references
