Distribution sensitivity analysis for stochastic programs with complete recourse

DOI10.1007/BF02591950MaRDI QIDQ3713865zbMATH OpenOpenAlexFDO

Authors Jinde Wang

Publication date 1985

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02591950

zbMATH Keywords

Lipschitz continuitystability of solutionscomplete recourseassociated Lagrange multipliers

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 3497598 (Why is no real title available?)
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• Analysis and optimization of Lipschitz continuous mappings
• Lifting projections of convex polyhedra
• On the inverse function theorem
• Qualitative Aussagen zu einigen Problemen der stochastischen Programmierung
• Sensitivity analysis for nonlinear programming using penalty methods
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

Cited in

(11)

• Stability results for stochastic programming problems
• Continuous approximation schemes for stochastic programs
• Sensitivity with respect to the underlying information in stochastic programs
• On stability in multiobjective programming. A stochastic approach
• Stability and sensitivity-analysis for stochastic programming
• Quantitative stability in stochastic programming
• Worst-case distribution analysis of stochastic programs
• Strong convexity in stochastic programs with complete recourse
• Applying the minimax criterion in stochastic recourse programs
• Sensitivity analysis of worst-case distribution for probability optimization problems
• Distribution sensitivity in stochastic programming

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