Quantitative stability of full random two-stage stochastic programs with recourse

DOI10.1007/s11590-014-0827-6zbMath1354.90083MaRDI QIDQ497451

Zhiping Chen, Youpan Han

Publication date: 24 September 2015

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-014-0827-6

zbMATH Keywords

stability; probability metric; stochastic programs; locally Lipschitz continuity; parametric linear programs

Mathematics Subject Classification ID

90C31: Sensitivity, stability, parametric optimization

90C15: Stochastic programming

Related Items

Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse, Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse, Quantitative stability of full random two-stage problems with quadratic recourse, Continuity and stability of two-stage stochastic programs with quadratic continuous recourse

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