Stability results for stochastic programming problems
From MaRDI portal
Publication:3795486
DOI10.1080/02331938808843343zbMATH Open0649.90078OpenAlexW1988529207MaRDI QIDQ3795486FDOQ3795486
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
Recommendations
chance constraintsmathematical expectationparametric estimateasymptotic behaviour of the optimal solution estimates
Cites Work
- Probability Inequalities for Sums of Bounded Random Variables
- Introduction to sensitivity and stability analysis in nonlinear programming
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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
- Lipschitz properties of solutions in mathematical programming
- Distribution sensitivity analysis for stochastic programs with complete recourse
Cited In (42)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
- Title not available (Why is that?)
- Asymptotic behavior of solutions: an application to stochastic NLP
- Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints
- Stability of multistage stochastic programming
- On rates of convergence for sample average approximations in the almost sure sense and in mean
- Title not available (Why is that?)
- Estimating the Probability that a Function Observed with Noise Is Convex
- Asymptotic Behavior of Optimal Solutions in Stochastic Programming
- Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem
- Title not available (Why is that?)
- Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
- Title not available (Why is that?)
- On stability in multiobjective programming. A stochastic approach
- Stability analysis for stochastic programs
- Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs
- Stability and sensitivity-analysis for stochastic programming
- A stochastic approach to stability in stochastic programming
- Title not available (Why is that?)
- Estimated stochastic programs with chance constraints
- Title not available (Why is that?)
- Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch
- Title not available (Why is that?)
- On the Glivenko-Cantelli problem in stochastic programming: Linear recourse and extensions
- On differential stability in stochastic programming
- 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
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some aspects of stability in stochastic programming
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Distribution sensitivity in stochastic programming
- On the convergence of empirical estimates in problems of stochastic programming for processes with discrete time
- Attainability problems under stochastic perturbations
This page was built for publication: Stability results for stochastic programming problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3795486)
