Stability and sensitivity-analysis for stochastic programming
From MaRDI portal
Publication:2277142
Recommendations
- On differential stability in stochastic programming
- Some aspects of stability in stochastic programming
- scientific article; zbMATH DE number 724049
- scientific article; zbMATH DE number 1208128
- scientific article; zbMATH DE number 3956818
- scientific article; zbMATH DE number 4035572
- Distribution sensitivity in stochastic programming
- Stability analysis for stochastic programs
Cites work
- scientific article; zbMATH DE number 3115465 (Why is no real title available?)
- scientific article; zbMATH DE number 4154216 (Why is no real title available?)
- scientific article; zbMATH DE number 3916041 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 4037624 (Why is no real title available?)
- scientific article; zbMATH DE number 3737389 (Why is no real title available?)
- scientific article; zbMATH DE number 3745036 (Why is no real title available?)
- scientific article; zbMATH DE number 193918 (Why is no real title available?)
- scientific article; zbMATH DE number 3497598 (Why is no real title available?)
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- scientific article; zbMATH DE number 3373547 (Why is no real title available?)
- scientific article; zbMATH DE number 3193277 (Why is no real title available?)
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
- Approximation Theorems of Mathematical Statistics
- Approximation to Optimization Problems: An Elementary Review
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- Asymptotic properties of statistical estimators in stochastic programming
- Chance-constrained programming
- Computational experience in sensitivity analysis for nonlinear programming
- Computational methods for solving two-stage stochastic linear programming problems
- Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem
- Continuity of the feasible solution sets of probabilistic constrained programs
- Directional differentiability of the optimal value function in a nonlinear programming problem
- Distribution sensitivity analysis for stochastic programs with complete recourse
- Distribution sensitivity in stochastic programming
- Epi‐consistency of convex stochastic programs
- Introduction to sensitivity and stability analysis in nonlinear programming
- Linear programming under uncertainty
- Lipschitz Behavior of Solutions to Convex Minimization Problems
- Local epi-continuity and local optimization
- Local structure of feasible sets in nonlinear programming, Part III: Stability and sensitivity
- On certain properties of solutions of second-order linear differential equations
- On differential stability in stochastic programming
- On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima
- Parallel processors for planning under uncertainty
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Proto-differentiability of set-valued mappings and its applications in optimization
- Robust Statistics
- Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
- Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections
- Sensitivity analysis for nonlinear programming using penalty methods
- Solution point differentiability without strict complementarity in nonlinear programming
- Solving stochastic programming problems with recourse including error bounds
- Stability in Two-Stage Stochastic Programming
- Stability in stochastic programming with recourse-estimated parameters
- Stability results for stochastic programming problems
- Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
- Strongly Regular Generalized Equations
- The Influence Curve and Its Role in Robust Estimation
Cited in
(52)- Estimated stochastic programs with chance constraints
- Variational theory for optimization under stochastic ambiguity
- scientific article; zbMATH DE number 5511108 (Why is no real title available?)
- Stochastic sensitivity analysis of concentration measures
- Distribution sensitivity analysis for stochastic programs with complete recourse
- Risk objectives in two-stage stochastic programming models
- A note on estimates in stochastic programming
- Envelope theorems for multistage linear stochastic optimization
- On differential stability in stochastic programming
- Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
- Asymptotic behavior of solutions: an application to stochastic NLP
- Special issue: topics in stochastic programming
- Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions
- Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
- Sensitivity analysis of stochastic constraint and variational systems via generalized differentiation
- Stability analysis for stochastic programs
- Stability and sensitivity of stochastic dominance constrained optimization models
- Applying the minimax criterion in stochastic recourse programs
- From data to model and back to data: A bond portfolio management problem
- A numerical method for two-stage stochastic programs under uncertainty
- Structure of risk-averse multistage stochastic programs
- Approximation and contamination bounds for probabilistic programs
- Robustness in stochastic programs with risk constraints
- Stochastic second-order cone programming in mobile ad-hoc networks: sensitivity to input parameters
- A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems
- A heuristic procedure for stochastic integer programs with complete recourse
- Testing the structure of multistage stochastic programs
- scientific article; zbMATH DE number 1208128 (Why is no real title available?)
- Postoptimality for multistage stochastic linear programs
- Multistage stochastic programming: Error analysis for the convex case
- Monitoring and prioritising alerts for exception analytics
- Postoptimality for mean-risk stochastic mixed-integer programs and its application
- Local stability and differentiability of the mean-conditional value at risk model defined on the mixed-integer loss functions
- Applications of stochastic programming under incomplete information
- Sensitivity with respect to the underlying information in stochastic programs
- scientific article; zbMATH DE number 6026918 (Why is no real title available?)
- Stability in multistage stochastic programming
- Quantitative stability in stochastic programming
- Approximations for Probability Distributions and Stochastic Optimization Problems
- On statistical sensitivity analysis in stochastic programming
- Scenario-based stochastic programs: Resistance with respect to sample
- scientific article; zbMATH DE number 4213739 (Why is no real title available?)
- Limited recourse in two-stage stochastic linear programs
- Quantitative stability of full random two-stage stochastic programs with recourse
- A stochastic approach to stability in stochastic programming
- Challenges in stochastic programming
- scientific article; zbMATH DE number 513090 (Why is no real title available?)
- Scenario reduction revisited: fundamental limits and guarantees
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- scientific article; zbMATH DE number 958363 (Why is no real title available?)
- Stochastic linear programs with restricted recourse
- Frameworks and results in distributionally robust optimization
This page was built for publication: Stability and sensitivity-analysis for stochastic programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2277142)