Perturbation analysis of chance-constrained programs under variation of all constraint data

MaRDI QIDQ5439477zbMATH OpenFDO

Authors René Henrion

Publication date 11 February 2008

zbMATH Keywords

constraint qualificationsconvex datastability

Mathematics Subject Classification ID

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

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Cited in

(5)

• Perturbation analysis of linear programming problems with random parameters
• Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
• Calmness of constraint systems with applications
• Stability of solutions to chance constrained stochastic programs
• Convergence and bound computation for chance constrained distributionally robust models using sample approximation

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