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Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse - MaRDI portal

Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse (Q2808329)

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scientific article; zbMATH DE number 6583801
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English
Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse
scientific article; zbMATH DE number 6583801

    Statements

    Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse (English)
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    23 May 2016
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    mixed-integer quadratic programs
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    Lipschitz continuity
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    value function
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    stochastic quadratic programming
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    quantitative stability
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