Differential Stability of Two-Stage Stochastic Programs
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Publication:2706317
DOI10.1137/S1052623499316520zbMath0999.90042MaRDI QIDQ2706317
Dentcheva, Darinka, Werner Römisch
Publication date: 19 March 2001
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623499316520
sensitivity analysis; directional derivatives; solution sets; two-stage stochastic programs; semide-rivatives
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