Quantitative stability of mixed-integer two-stage quadratic stochastic programs (Q1935928)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantitative stability of mixed-integer two-stage quadratic stochastic programs |
scientific article |
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Quantitative stability of mixed-integer two-stage quadratic stochastic programs (English)
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20 February 2013
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The mixed-integer quadratic stochastic programming problems, with fixed recource matrices and random costs, technology matrices and right-hand sides, are considered. The quantitative stability of the optimal value function and the optimal solution set, with respect to the perturbations of the underlying probability distribution, is proved.
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two-stage stochastic programming
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quadratic programming
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mixed-integer programming
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stability
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