Distribution sensitivity in stochastic programming

DOI10.1007/BF01594935zbMath0743.90083MaRDI QIDQ1176576

Werner Römisch, Rüdiger Schultz

Publication date: 25 June 1992

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

stabilityKolmogorov distancetwo-stage stochastic programmingrecourse problemschance constrained stochastic programmingperturbation of the underlying distribution

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

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