Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse

DOI10.1007/S11590-013-0684-8MaRDI QIDQ479216zbMATH OpenOpenAlexFDO

Authors Zhiping Chen, Feng Zhang

Publication date 5 December 2014

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-013-0684-8

zbMATH Keywords

stabilitycontinuitystochastic programmingmixed integer programmingparametric integer programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Mixed integer programming (90C11)

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Cites work

• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
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• A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment
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• Continuity Properties of Expectation Functions in Stochastic Integer Programming
• Introduction to Stochastic Programming
• Local epi-continuity and local optimization
• On structure and stability in stochastic programs with random technology matrix and complete integer recourse
• Postoptimality for mean-risk stochastic mixed-integer programs and its application
• Quantitative stability of fully random mixed-integer two-stage stochastic programs
• Rates of Convergence in Stochastic Programs with Complete Integer Recourse
• Sensitivity theorems in integer linear programming
• Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs
• The value function of a mixed integer program. II

Cited in

(7)

• Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications
• Weak continuity of risk functionals with applications to stochastic programming
• On structure and stability in stochastic programs with random technology matrix and complete integer recourse
• Quantitative stability of fully random mixed-integer two-stage stochastic programs
• scientific article; zbMATH DE number 124609 (Why is no real title available?)
• Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse
• Continuity Properties of Expectation Functions in Stochastic Integer Programming

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