Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications (Q3737240)

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Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications
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    Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications (English)
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    1986
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    stability
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    marginal value
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    fixed recourse
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    Lipschitz continuity
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    infima functional
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    epi-convergence theory
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    two-stage stochastic program
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    approximation
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