Rates of Convergence in Stochastic Programs with Complete Integer Recourse

DOI10.1137/S1052623494271655MaRDI QIDQ4717561zbMATH OpenFDO

Authors Rüdiger Schultz

Publication date 1 December 1996

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

Full work available at URL https://doi.org/10.1137/S1052623494271655

zbMATH Keywords

Hölder continuitymixed-integer recourserandom right-hand sidesstability of stochastic programsvariational distance of probability measures

Mathematics Subject Classification ID

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

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(19)

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• Quantitative stability of mixed-integer two-stage quadratic stochastic programs
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• Conditional value-at-risk in stochastic programs with mixed-integer recourse
• Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse
• Thin and heavy tails in stochastic programming
• Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
• Stability of Solutions for Stochastic Programs with Complete Recourse
• A remark on multiobjective stochastic optimization via strongly convex functions
• Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program
• Empirical estimates in stochastic optimization via distribution tails
• scientific article; zbMATH DE number 1208128 (Why is no real title available?)
• Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
• On approximation in multistage stochastic programs: Markov dependence
• Scenario reduction in stochastic programming with respect to discrepancy distances
• Quantitative stability of fully random mixed-integer two-stage stochastic programs

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