Distribution sensitivity in stochastic programming
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Publication:1176576
DOI10.1007/BF01594935zbMath0743.90083MaRDI QIDQ1176576
Werner Römisch, Rüdiger Schultz
Publication date: 25 June 1992
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
stabilityKolmogorov distancetwo-stage stochastic programmingrecourse problemschance constrained stochastic programmingperturbation of the underlying distribution
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