On statistical sensitivity analysis in stochastic programming

DOI10.1007/BF02204817zbMath0745.90055MaRDI QIDQ1178440

Jitka Dupačová

Publication date: 26 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

statistical sensitivity analysisasymptotic behavior of estimated optimal solutions

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

Related Items (1)

Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study

Cites Work

• Unnamed Item
• Unnamed Item
• On differential stability in stochastic programming
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• Proto-differentiability of set-valued mappings and its applications in optimization
• On certain properties of solutions of second-order linear differential equations
• Asymptotic properties of statistical estimators in stochastic programming
• Stability and sensitivity-analysis for stochastic programming
• Stability in stochastic programming with recourse-estimated parameters
• Approximation Theorems of Mathematical Statistics
• Solution point differentiability without strict complementarity in nonlinear programming
• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• Local epi-continuity and local optimization
• Local structure of feasible sets in nonlinear programming, Part III: Stability and sensitivity
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
• Stability in Two-Stage Stochastic Programming
• Strongly Regular Generalized Equations
• Stability in convex quadratic parametric programming
• Generalized Delta Theorems for Multivalued Mappings and Measurable Selections
• Robust Statistics

This page was built for publication: On statistical sensitivity analysis in stochastic programming