Stability in stochastic programming with recourse-estimated parameters

DOI10.1007/BF02612713MaRDI QIDQ3040930zbMATH OpenOpenAlexFDO

Authors Jitka Dupačová

Publication date 1984

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02612713

zbMATH Keywords

estimationminimax approachasymptotical normalitydeterministic equivalentstochastic programs with recoursestability of optimal solution

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites work

• scientific article; zbMATH DE number 3497598 (Why is no real title available?)
• Distribution functions in stochastic programs with recourse: A parametric analysis
• Implicit function theorems for mathematical programming and for systems of inequalities
• Linear Statistical Inference and its Applications
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• On Programming under Uncertainty
• Programming Under Uncertainty: The Equivalent Convex Program
• Refinements of the multidimensional central limit theorem and applications
• Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty
• The minimax approach to stochastic programming and an illustrative application

Cited in

(16)

• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• Asymptotic normality of the optimal solution in response surface methodology
• scientific article; zbMATH DE number 4039643 (Why is no real title available?)
• Uncertainties in minimax stochastic programs
• Special issue: topics in stochastic programming
• Stability results for stochastic programming problems
• A stochastic programming process model for investment planning
• Stochastic programming methods in the response surface methodology
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
• On stability in multiobjective programming. A stochastic approach
• Stability and sensitivity-analysis for stochastic programming
• On statistical sensitivity analysis in stochastic programming
• Applying the minimax criterion in stochastic recourse programs
• A distribution stability result for a stochastic optimal control problem
• Distribution sensitivity in stochastic programming
• Stochastic geometric programming with an application

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