Stability in Two-Stage Stochastic Programming
From MaRDI portal
Publication:3780766
DOI10.1137/0325077zbMath0639.90074OpenAlexW1980271923MaRDI QIDQ3780766
Stephen M. Robinson, Roger J.-B. Wets
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
stabilityweak convergencesensitivity analysistwo-stage stochastic programmingrecourselocally optimal value
Related Items
Quantitative stability in stochastic programming, Strong convexity in stochastic programs with complete recourse, A stochastic approach to stability in stochastic programming, Sensitivity with respect to the underlying information in stochastic programs, Stable local minimizers in semi-infinite optimization: Regularity and second-order conditions, Stability in multistage stochastic programming, Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems, Stability of multistage stochastic programming, On structure and stability in stochastic programs with random technology matrix and complete integer recourse, Multistage stochastic programming: Error analysis for the convex case, Sublinear upper bounds for stochastic programs with recourse, Scenario-based stochastic programs: Resistance with respect to sample, Second-order scenario approximation and refinement in optimization under uncertainty, Weak Continuity of Risk Functionals with Applications to Stochastic Programming, Deviation measures in linear two-stage stochastic programming, An SQP-type method and its application in stochastic programs, Stability analysis of stochastic programs with second order dominance constraints, Stability results for stochastic programming problems, Distribution sensitivity in stochastic programming, A numerical method for solving stochastic programming problems with moment constraints on a distribution function, On statistical sensitivity analysis in stochastic programming, Stability analysis for stochastic programs, Simulation-Based Optimality Tests for Stochastic Programs, Quantitative stability of full random two-stage stochastic programs with recourse, An approximation scheme for stochastic programs with second order dominance constraints, Epi-convergent discretization of the generalized Bolza problem in dynamic optimization, On stability in multiobjective programming. A stochastic approach, Stochastic quasigradient methods for optimization of discrete event systems, The value of the right distribution in stochastic programming with application to a Newsvendor problem, Epi-convergent discretizations of stochastic programs via integration quadratures, Applying the minimax criterion in stochastic recourse programs, Stability and sensitivity-analysis for stochastic programming, Epi‐consistency of convex stochastic programs, Parallel processors for planning under uncertainty, Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program, Unnamed Item, Unnamed Item, Limited recourse in two-stage stochastic linear programs, Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse, Newton-type methods for stochastic programming., On distributionally robust multiperiod stochastic optimization
