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Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse - MaRDI portal

Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665)

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scientific article; zbMATH DE number 6870140
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Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse
scientific article; zbMATH DE number 6870140

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    Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (English)
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    18 May 2018
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    stochastic dominance
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    distributionally robust
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    quantitative stability
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    stochastic programming
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    probability metrics
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