Quantitative stability of full random two-stage stochastic programs with recourse
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Cites work
- scientific article; zbMATH DE number 1070896 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- Differential stability of two-stage stochastic programs
- Distribution sensitivity in stochastic programming
- Error bounds for solutions of linear equations and inequalities
- Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems
- Lipschitz Stability for Stochastic Programs with Complete Recourse
- On Perturbations in Systems of Linear Inequalities
- On the sensitivity analysis of Hoffman constants for systems of linear inequalities
- Perturbation Analysis of a Condition Number for Linear Systems
- Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
- Quantitative stability in stochastic programming
- Sharp Lipschitz Constants for Basic Optimal Solutions and Basic Feasible Solutions of Linear Programs
- Sharper bounds for Gaussian and empirical processes
- Stability analysis for stochastic programs
- Stability and sensitivity-analysis for stochastic programming
- Stability in Two-Stage Stochastic Programming
- Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs
- The sharp Lipschitz constants for feasible and optimal solutions of a perturbed linear program
- Variational Analysis
- Weak convergence and empirical processes. With applications to statistics
Cited in
(15)- Hadamard directional differentiability of the optimal value of a linear second-order conic programming problem
- scientific article; zbMATH DE number 641576 (Why is no real title available?)
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse
- Continuity and stability of two-stage stochastic programs with quadratic continuous recourse
- Quantitative stability of fully random mixed-integer two-stage stochastic programs
- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
- Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts
- Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse
- Pseudo-valid cutting planes for two-stage mixed-integer stochastic programs with right-hand-side uncertainty
- Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse
- Quantitative stability of full random two-stage multi-objective stochastic programs
- Quantitative stability of full random two-stage problems with quadratic recourse
- 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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