Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis

DOI10.1080/02331938708843266zbMath0637.90070OpenAlexW2032196347MaRDI QIDQ3778547

Jitka Dupačová

Publication date: 1987

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938708843266

zbMATH Keywords

stabilityparametric programmingasymptotic propertiesminimax approachincomplete informationcontaminationerror bounds in approximation schemesrobustness of the optimal solution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Other game-theoretic models (91A40)

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