On Stability of Multistage Stochastic Programs
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Publication:3629530
DOI10.1137/070690365zbMath1176.90443MaRDI QIDQ3629530
Publication date: 27 May 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1ae9a15b0d2821e1bc2982283c95908b205928d7
90C31: Sensitivity, stability, parametric optimization
90C15: Stochastic programming
37A50: Dynamical systems and their relations with probability theory and stochastic processes
60G05: Foundations of stochastic processes
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