On structure and stability in stochastic programs with random technology matrix and complete integer recourse

DOI10.1007/BF01585929zbMath0841.90101OpenAlexW2038560755MaRDI QIDQ1904660

Rüdiger Schultz

Publication date: 7 January 1996

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

Full work available at URL: https://doi.org/10.1007/bf01585929

zbMATH Keywords

lower semicontinuityweak convergence of probability measuresparametric integer programmingtwo-stage stochastic programsintegrality constraints

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15)

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Cites Work

• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• Distribution sensitivity in stochastic programming
• Stability analysis for stochastic programs
• The value function of a mixed integer program: I
• Stochastic programming with simple integer recourse
• Quantitative stability in stochastic programming
• On the expected value function of a simple integer recourse problem with random technology matrix
• On the convex hull of the simple integer recourse objective function
• An algorithm for the construction of convex hulls in simple integer recourse programming
• Continuity Properties of Expectation Functions in Stochastic Integer Programming
• Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
• Local epi-continuity and local optimization
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
• Stability in Two-Stage Stochastic Programming
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
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