Lipschitz Stability for Stochastic Programs with Complete Recourse

DOI10.1137/0806028zbMATH Open0854.90113OpenAlexW2103246054MaRDI QIDQ4884049FDOQ4884049

Authors Werner Römisch, Rüdiger Schultz 

Publication date 19 January 1997

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

Full work available at URL https://doi.org/10.1137/0806028

zbMATH Keywords

asymptotic analysisLipschitz stabilitysolution set mappingstability of optimal solution setssubgradient distance

Mathematics Subject Classification ID

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

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Cited in

(22)

• Stability and continuity in robust optimization
• Improving constants of strong convexity in linear stochastic programming
• Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications
• Continuity and stability of two-stage stochastic programs with quadratic continuous recourse
• Strong convexity in stochastic programs with complete recourse
• Stability of Solutions for Stochastic Programs with Complete Recourse
• Strong convexity in risk-averse stochastic programs with complete recourse
• Stochastic multiobjective optimization: Sample average approximation and applications
• Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse
• Stochastic Nash equilibrium problems: sample average approximation and applications
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
• scientific article; zbMATH DE number 1208128 (Why is no real title available?)
• Decomposition methods in stochastic programming
• Lipschitz selections and stability for quasiconvex programs.
• scientific article; zbMATH DE number 6026918 (Why is no real title available?)
• A simple recourse model for power dispatch under uncertain demand
• Quantitative stability of full random two-stage problems with quadratic recourse
• Quantitative stability of full random two-stage stochastic programs with recourse
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
• Challenges in stochastic programming
• Quantitative stability analysis of two-stage stochastic linear programs with full random recourse
• Quantitative stability and empirical approximation of risk-averse models induced by two-stage stochastic programs with full random recourse

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