The continuity of the optimum in parametric programming and applications to stochastic programming
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Publication:1217015
DOI10.1007/BF00933815zbMath0304.90072MaRDI QIDQ1217015
Publication date: 1976
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Related Items
Monte Carlo simulation for analysis of the optimum value distribution in stochastic mathematical programs ⋮ Direct algorithms for checking consistency and making inferences from conditional probability assessments ⋮ Limit laws for empirical optimal solutions in random linear programs ⋮ Hadamard directional differentiability of the optimal value of a linear second-order conic programming problem ⋮ Nachweis von Stabilität bei Optimierungsaufgaben mit Hilfe von Dualitätsbeziehungen
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