Quantitative stability analysis of stochastic generalized equations

DOI10.1137/120880434zbMATH Open1314.90057OpenAlexW2117578028MaRDI QIDQ4979876FDOQ4979876

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

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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)

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