Sensitivity analysis of worst-case distribution for probability optimization problems

MaRDI QIDQ2724695zbMATH OpenFDO

Authors Yu. S. Kan, A. I. Kibzun

Publication date 8 September 2002

zbMATH Keywords

sensitivity analysisprobability optimization problems

Mathematics Subject Classification ID

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

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Cited in

(4)

• Distribution sensitivity analysis for stochastic programs with complete recourse
• On the worst-case distribution in stochastic optimization problems with probability function
• Comparison of the quantile and guaranteeing approaches to system analysis
• Worst-case distribution analysis of stochastic programs

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