Stability in stochastic programming with recourse. Contaminated distributions

DOI10.1007/BFB0121117MaRDI QIDQ3725878zbMATH OpenOpenAlexFDO

Authors Jitka Dupačová

Publication date 1986

Published in Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bfb0121117

zbMATH Keywords

contaminationGâteaux differentials of optimal solutionsincomplete informationperturbed Kuhn-Tucker pointsrandom coefficientsrobustnesssimple recourse problemstability of the optimal solutionstochastic program with recoursestrongly regular equations

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(23)

• Distribution sensitivity in stochastic programming
• Robustness in stochastic programming models
• On concepts of directional differentiability
• Scenario-based stochastic programs: Resistance with respect to sample
• Approximation and contamination bounds for probabilistic programs
• Postoptimality for mean-risk stochastic mixed-integer programs and its application
• Robustness of stochastic programs with endogenous randomness via contamination
• Special issue: topics in stochastic programming
• Quantitative stability analysis for minimax distributionally robust risk optimization
• Testing the structure of multistage stochastic programs
• Robustness of optimal portfolios under risk and stochastic dominance constraints
• scientific article; zbMATH DE number 4213739 (Why is no real title available?)
• Local stability and differentiability of the mean-conditional value at risk model defined on the mixed-integer loss functions
• Risk objectives in two-stage stochastic programming models
• scientific article; zbMATH DE number 3954658 (Why is no real title available?)
• scientific article; zbMATH DE number 4035573 (Why is no real title available?)
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
• Stability in Two-Stage Stochastic Programming
• scientific article; zbMATH DE number 1418022 (Why is no real title available?)
• Worst-Case Expected Shortfall with Univariate and Bivariate Marginals
• On the heavy-tail behavior of the distributionally robust newsvendor
• Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models
• On differential stability in stochastic programming

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