Stability of multistage stochastic programs with quadratic objective functions

DOI10.3969/J.ISSN.1005-3085.2019.02.007MaRDI QIDQ5198329zbMATH OpenFDO

Authors Jie Jiang, Zhiping Chen

Publication date 2 October 2019

Full work available at URL https://doi.org/10.3969/J.ISSN.1005-3085.2019.02.007

zbMATH Keywords

Lipschitz continuitymultistage stochastic programmingquadratic objective functionquantitative stability

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(3)

• Quantitative stability of multistage stochastic programs via calm modifications
• Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts
• On Stability of Multistage Stochastic Programs

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