Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions

DOI10.1137/0804030zbMATH Open0830.90111OpenAlexW2003014116MaRDI QIDQ4308554FDOQ4308554

Authors: Roger J.-B. Wets, Zvi Artstein 

Publication date: 4 October 1994

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0804030

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zbMATH Keywords

stabilitynewsboy problemcomplete separable metric spaces

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

Cited In (12)

• Decision-dependent probabilities in stochastic programs with recourse
• On continuous convergence and epi-convergence of random functions. II: Sufficient conditions and applications.
• Process-based risk measures and risk-averse control of discrete-time systems
• Challenges in stochastic programming
• Weak lower semi-continuity of the optimal value function and applications to worst-case robust optimal control problems
• On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse.
• Uncertainty and value of information when allocating resources within and between healthcare programmes
• Epi-convergent discretizations of stochastic programs via integration quadratures
• Title not available (Why is that?)
• Variance reduction in sample approximations of stochastic programs
• Conditional value-at-risk in stochastic programs with mixed-integer recourse
• Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems

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