Quantitative stability of mixed-integer two-stage quadratic stochastic programs (Q1935928)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6137596
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quantitative stability of mixed-integer two-stage quadratic stochastic programs |
scientific article; zbMATH DE number 6137596 |
Statements
Quantitative stability of mixed-integer two-stage quadratic stochastic programs (English)
0 references
20 February 2013
0 references
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.
0 references
two-stage stochastic programming
0 references
quadratic programming
0 references
mixed-integer programming
0 references
stability
0 references
0 references
0 references
0 references
0.9407430291175842
0 references
0.8814943432807922
0 references
0.8785894513130188
0 references
0.8774096965789795
0 references
