On Stability of Multistage Stochastic Programs
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Publication:3629530
DOI10.1137/070690365zbMath1176.90443OpenAlexW2013915075MaRDI QIDQ3629530
Publication date: 27 May 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1ae9a15b0d2821e1bc2982283c95908b205928d7
Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Foundations of stochastic processes (60G05)
Related Items (6)
Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse ⋮ Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts ⋮ Dynamic generation of scenario trees ⋮ Scenario Tree Generation for Multi-stage Stochastic Programs ⋮ Numerical evaluation of approximation methods in stochastic programming ⋮ Quantitative stability of multistage stochastic programs via calm modifications
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