Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program

DOI10.1080/01630560902920668zbMath1176.90436OpenAlexW2078472653MaRDI QIDQ3395170

Zhiping Chen, Zong Ben 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

zbMATH Keywords

stabilityweak convergencecontinuitytwo-stageparametric integer programmingquadratic stochastic programs

Mathematics Subject Classification ID

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

Related Items

Quantitative stability of mixed-integer two-stage quadratic stochastic programs, Weak Continuity of Risk Functionals with Applications to Stochastic Programming, Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse

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