Stability results for stochastic programming problems

DOI10.1080/02331938808843343MaRDI QIDQ3795486zbMATH OpenOpenAlexFDO

Authors Silvia Vogel

Publication date 1988

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://www.db-thueringen.de/servlets/MCRFileNodeServlet/dbt_derivate_00040546/ilm1-2018300029.pdf

zbMATH Keywords

chance constraintsmathematical expectationparametric estimateasymptotic behaviour of the optimal solution estimates

Mathematics Subject Classification ID

Stochastic programming (90C15)

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• Probability Inequalities for Sums of Bounded Random Variables
• Stability in Two-Stage Stochastic Programming
• Stability in stochastic programming with recourse-estimated parameters
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis

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(42)

• Asymptotic Behavior of Optimal Solutions in Stochastic Programming
• Estimated stochastic programs with chance constraints
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• On the convergence of empirical estimates in problems of stochastic programming for processes with discrete time
• On the Glivenko-Cantelli problem in stochastic programming: Linear recourse and extensions
• A note on estimates in stochastic programming
• Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
• Strong convexity in stochastic programs with complete recourse
• scientific article; zbMATH DE number 3882202 (Why is no real title available?)
• On differential stability in stochastic programming
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• Estimating the Probability that a Function Observed with Noise Is Convex
• On stability in multiobjective programming. A stochastic approach
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• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
• Stability of multistage stochastic programming
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• Stability analysis for stochastic programs
• Attainability problems under stochastic perturbations
• Distribution sensitivity in stochastic programming
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• Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints
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• Some aspects of stability in stochastic programming
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• Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem
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