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Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse - MaRDI portal

Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse (Q4689389)

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scientific article; zbMATH DE number 6954995
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Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse
scientific article; zbMATH DE number 6954995

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    Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse (English)
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    16 October 2018
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    stochastic program
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    second-order conic optimization
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    optimal value function
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    solution mapping
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    quantitative stability
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