Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts

DOI10.3934/jimo.2020075zbMath1476.90220OpenAlexW3022223783MaRDI QIDQ2666663

He Hu, Jie Jiang, Zhiping Chen

Publication date: 23 November 2021

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2020075

zbMATH Keywords

LPMmultistage stochastic programmingdistributionally robustquantitative stabilityrisk-averse

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic models in economics (91B70) Stochastic stability in control theory (93E15)

Related Items

Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse

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