Distribution sensitivity analysis for stochastic programs with complete recourse

DOI10.1007/BF02591950zbMath0586.90071MaRDI QIDQ3713865

Jinde Wang

Publication date: 1985

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

zbMATH Keywords

Lipschitz continuity; stability of solutions; complete recourse; associated Lagrange multipliers

Mathematics Subject Classification ID

90C15: Stochastic programming

Related Items

Distribution sensitivity in stochastic programming, On stability in multiobjective programming. A stochastic approach, Quantitative stability in stochastic programming, Applying the minimax criterion in stochastic recourse programs, Strong convexity in stochastic programs with complete recourse, Sensitivity with respect to the underlying information in stochastic programs, Continuous approximation schemes for stochastic programs, Stability and sensitivity-analysis for stochastic programming, Stability results for stochastic programming problems

Cites Work

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• Qualitative Aussagen zu einigen Problemen der stochastischen Programmierung