Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse
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Publication:4641665
DOI10.1137/17M1120063zbMath1390.90529MaRDI QIDQ4641665
Publication date: 18 May 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1120063
stochastic programming; probability metrics; stochastic dominance; distributionally robust; quantitative stability
90C31: Sensitivity, stability, parametric optimization
91B70: Stochastic models in economics
93E15: Stochastic stability in control theory
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