Stability of solutions to chance constrained stochastic programs

MaRDI QIDQ2722327zbMATH OpenFDO

Authors René Henrion, Werner Römisch

Publication date 12 July 2001

zbMATH Keywords

\(r\)-concave measureschance constraintsquantitative stabilitystochastic programming

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 3987058
• Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints
• Stability of \varepsilon-approximate Solutions to Convex Stochastic Programs
• scientific article; zbMATH DE number 3954658
• Perturbation analysis of chance-constrained programs under variation of all constraint data

Cited in

(11)

• Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
• Continuity of the feasible solution sets of probabilistic constrained programs
• Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints
• Attainability problems under stochastic perturbations
• Stability and sensitivity of stochastic dominance constrained optimization models
• Stability of \varepsilon-approximate Solutions to Convex Stochastic Programs
• scientific article; zbMATH DE number 3987058 (Why is no real title available?)
• scientific article; zbMATH DE number 36536 (Why is no real title available?)
• scientific article; zbMATH DE number 98646 (Why is no real title available?)
• scientific article; zbMATH DE number 176079 (Why is no real title available?)
• Perturbation analysis of chance-constrained programs under variation of all constraint data

This page was built for publication: Stability of solutions to chance constrained stochastic programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2722327)