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

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scientific article; zbMATH DE number 3970534
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    Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications
    scientific article; zbMATH DE number 3970534

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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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