Quantitative stability analysis of stochastic generalized equations

DOI10.1137/120880434MaRDI QIDQ4979876zbMATH OpenOpenAlexFDO

Authors Werner Römisch, Huifu Xu, Yongchao Liu

Publication date 19 June 2014

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

Full work available at URL https://openaccess.city.ac.uk/id/eprint/3039/1/SGE-SIAM-R2-final-2014.pdf

zbMATH Keywords

stability analysisequicontinuitystochastic semi-infinite programmingtwo-stage stochastic programsone-stage stochastic programsstochastic generalized equationstwo-stage SMPECs

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Stability analysis of stochastic generalized equation via Brouwer's fixed point theorem
• Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
• Stability analysis of parametric generalized equations and applications
• Linear Stability of Generalized Equations Part I: Basic Theory
• scientific article; zbMATH DE number 641576

Cited in

(16)

• Robust unit commitment with \(n-1\) security criteria
• Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints
• A vehicle routing problem with distribution uncertainty in deadlines
• Stability analysis of parametric generalized equations and applications
• Convergence analysis of sample average approximation of two-stage stochastic generalized equations
• Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models
• SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
• On the existence and stability of solutions to stochastic equilibrium problems
• Multiplier stabilization applied to two-stage stochastic programs
• Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints
• Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
• Sensitivity analysis of stochastic constraint and variational systems via generalized differentiation
• An approximation scheme for stochastic programs with second order dominance constraints
• Quantitative stability and empirical approximation of risk-averse models induced by two-stage stochastic programs with full random recourse
• Quantitative stability analysis of two-stage stochastic linear programs with full random recourse
• Stability analysis of stochastic generalized equation via Brouwer's fixed point theorem

This page was built for publication: Quantitative stability analysis of stochastic generalized equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4979876)