Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions
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Publication:4308554
DOI10.1137/0804030zbMATH Open0830.90111OpenAlexW2003014116MaRDI QIDQ4308554FDOQ4308554
Zvi Artstein, Roger J.-B. Wets
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
Cited In (12)
- Decision-dependent probabilities in stochastic programs with recourse
- 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
- Title not available (Why is that?)
- 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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