The continuity of the optimum in parametric programming and applications to stochastic programming
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Cites work
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- Chance-constrained programming
- Distributions of Solutions of a Set of Linear Equations (with an Application to Linear Programming)
- Duality and stability in extremum problems involving convex functions
- Linear programming under uncertainty
- Marginal Values in Linear Programming
- On stochastic linear programming distribution problems, stochastic technology matrix
- On the continuity of the minimum set of a continuous function
- Programming Under Uncertainty: The Solution Set
- Renewal Processes and Some Stochastic Programming Problems in Economics
- Stability in Nonlinear Programming
- Upper and Lower Probability Inferences for Families of Hypotheses with Monotone Density Ratios
- Zur stetigen Abhängigkeit des Extremalwertes eines konvexen Optimierungsproblems von einer stetigen Änderung des Problems
Cited in
(5)- Nachweis von Stabilität bei Optimierungsaufgaben mit Hilfe von Dualitätsbeziehungen
- Limit laws for empirical optimal solutions in random linear programs
- Hadamard directional differentiability of the optimal value of a linear second-order conic programming problem
- Monte Carlo simulation for analysis of the optimum value distribution in stochastic mathematical programs
- Direct algorithms for checking consistency and making inferences from conditional probability assessments
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