Stability in Two-Stage Stochastic Programming
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Publication:3780766
DOI10.1137/0325077zbMath0639.90074MaRDI QIDQ3780766
Roger J.-B. Wets, Stephen M. Robinson
Publication date: 1987
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0325077
stability; weak convergence; sensitivity analysis; two-stage stochastic programming; recourse; locally optimal value
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