Quantitative stability of full random two-stage stochastic programs with recourse
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Publication:497451
DOI10.1007/S11590-014-0827-6zbMATH Open1354.90083OpenAlexW2034063223MaRDI QIDQ497451FDOQ497451
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
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stabilityprobability metricstochastic programslocally Lipschitz continuityparametric linear programs
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Cited In (13)
- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
- Title not available (Why is that?)
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse
- Continuity and stability of two-stage stochastic programs with quadratic continuous recourse
- Quantitative stability of full random two-stage problems with quadratic recourse
- Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse
- Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts
- Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse
- Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse
- Hadamard directional differentiability of the optimal value of a linear second-order conic programming problem
- Quantitative stability of fully random mixed-integer two-stage stochastic programs
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse
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