Quantitative stability of fully random mixed-integer two-stage stochastic programs

DOI10.1007/S11590-007-0066-1zbMATH Open1189.90111OpenAlexW1971209264MaRDI QIDQ941027FDOQ941027

Authors: Stefan Vigerske, Werner Römisch 

Publication date: 4 September 2008

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/9035

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zbMATH Keywords

stabilityweak convergencediscrepancystochastic programmingmixed-integertwo-stageprobability metric

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Mixed integer programming (90C11)

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Cited In (17)

• Scenario Reduction Techniques in Stochastic Programming
• Simultaneous estimation of thin film thickness and optical properties using two-stage optimization
• Weak continuity of risk functionals with applications to stochastic programming
• Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs
• Title not available (Why is that?)
• Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
• Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse
• Two-Stage Stochastic Programs with Mixed Probabilities
• Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse
• Quantitative stability of full random two-stage multi-objective stochastic programs
• Quantitative stability of mixed-integer two-stage quadratic stochastic programs
• On structure and stability in stochastic programs with random technology matrix and complete integer recourse
• Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
• Stochastic dominance constraints in elastic shape optimization
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• Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse
• Postoptimality for mean-risk stochastic mixed-integer programs and its application

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