Stability in stochastic programming with recourse-estimated parameters

DOI10.1007/BF02612713zbMATH Open0526.90069OpenAlexW2035023005MaRDI QIDQ3040930FDOQ3040930

Authors: Jitka Dupačová 

Publication date: 1984

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02612713

zbMATH Keywords

estimationminimax approachasymptotical normalitydeterministic equivalentstochastic programs with recoursestability of optimal solution

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• Linear Statistical Inference and its Applications
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Programming Under Uncertainty: The Equivalent Convex Program
• The minimax approach to stochastic programming and an illustrative application
• Refinements of the multidimensional central limit theorem and applications
• Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty
• Title not available (Why is that?)
• Implicit function theorems for mathematical programming and for systems of inequalities
• Distribution functions in stochastic programs with recourse: A parametric analysis
• On Programming under Uncertainty

Cited In (16)

• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• Asymptotic normality of the optimal solution in response surface methodology
• Title not available (Why is that?)
• Uncertainties in minimax stochastic programs
• Special issue: topics in stochastic programming
• Stability results for stochastic programming problems
• A stochastic programming process model for investment planning
• Stochastic programming methods in the response surface methodology
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
• On stability in multiobjective programming. A stochastic approach
• Stability and sensitivity-analysis for stochastic programming
• On statistical sensitivity analysis in stochastic programming
• Applying the minimax criterion in stochastic recourse programs
• A distribution stability result for a stochastic optimal control problem
• Distribution sensitivity in stochastic programming
• Stochastic geometric programming with an application

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