Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program

DOI10.1080/01630560902920668zbMATH Open1176.90436OpenAlexW2078472653MaRDI QIDQ3395170FDOQ3395170

Authors: Zhiping Chen, Zongben Xu 

Publication date: 24 August 2009

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630560902920668

Recommendations

• Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse
• Quantitative stability of mixed-integer two-stage quadratic stochastic programs
• Continuity and stability of two-stage stochastic programs with quadratic continuous recourse
• scientific article; zbMATH DE number 124609
• On structure and stability in stochastic programs with random technology matrix and complete integer recourse

zbMATH Keywords

stabilityweak convergencecontinuitytwo-stageparametric integer programmingquadratic stochastic programs

Mathematics Subject Classification ID

Stochastic programming (90C15) Mixed integer programming (90C11) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20)

Cites Work

• Title not available (Why is that?)
• Convex Analysis
• Introduction to Stochastic Programming
• Stochastic Programs with Recourse
• Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
• Stochastic integer programming: general models and algorithms
• L-shaped decomposition of two-stage stochastic programs with integer recourse
• Rates of Convergence in Stochastic Programs with Complete Integer Recourse
• Random test problems and parallel methods for quadratic programs and quadratic stochastic programs^∗
• Stability of mixed-integer quadratic programming problems
• Title not available (Why is that?)
• A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
• Multistage quadratic stochastic programming
• Stability in Two-Stage Stochastic Programming
• Some aspects of stability in stochastic programming
• Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
• A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem
• An SQP-type method and its application in stochastic programs
• Log-barrier method for two-stage quadratic stochastic programming

Cited In (9)

• Weak continuity of risk functionals with applications to stochastic programming
• Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs
• Continuity and stability of two-stage stochastic programs with quadratic continuous recourse
• Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse
• Quantitative stability of mixed-integer two-stage quadratic stochastic programs
• Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
• Title not available (Why is that?)
• Stability of mixed-integer quadratic programming problems
• Continuity Properties of Expectation Functions in Stochastic Integer Programming

This page was built for publication: Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3395170)