Quantitative Stability in Stochastic Programming: The Method of Probability Metrics (Q5704110)
From MaRDI portal
scientific article; zbMATH DE number 2228275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantitative Stability in Stochastic Programming: The Method of Probability Metrics |
scientific article; zbMATH DE number 2228275 |
Statements
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics (English)
0 references
11 November 2005
0 references
stochastic programming
0 references
quantitative stability
0 references
probability metrics
0 references
Fortet-Mourier metrics
0 references
empirical approximations
0 references
two-stage models
0 references
mixed-integer
0 references
chance-constrained models, stable portfolio models
0 references
