Improving constants of strong convexity in linear stochastic programming

DOI10.1016/J.ORL.2021.12.010MaRDI QIDQ2670477zbMATH OpenOpenAlexFDO

Authors Matthias Claus, Kai Spürkel

Publication date 11 March 2022

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2021.12.010

zbMATH Keywords

linear recoursestochastic programmingstrong convexity

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

• Applications of Stochastic Programming
• Distribution sensitivity in stochastic programming
• scientific article; zbMATH DE number 995813 (Why is no real title available?)
• scientific article; zbMATH DE number 1187214 (Why is no real title available?)
• scientific article; zbMATH DE number 3446685 (Why is no real title available?)
• Introduction to stochastic programming.
• Lectures on stochastic programming. Modeling and theory.
• Lipschitz Stability for Stochastic Programs with Complete Recourse
• Stability analysis for stochastic programs
• Stability of Solutions for Stochastic Programs with Complete Recourse
• Strong convexity in risk-averse stochastic programs with complete recourse
• Strong convexity in stochastic programs with complete recourse
• Variational Analysis

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(2)

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• Minimal angle spread in the probability simplex with respect to the uniform distribution

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