Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications (Q3737240)
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English | Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications |
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Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications (English)
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1986
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stability
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marginal value
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fixed recourse
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Lipschitz continuity
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infima functional
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epi-convergence theory
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two-stage stochastic program
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approximation
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