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Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs - MaRDI portal

Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs (Q3519415)

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Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs
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    Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs (English)
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    14 August 2008
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    stochastic programming
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    quantitative stability
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    approximate solutions
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    probability metrics
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    two-stage models
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    random recourse
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