Quantitative stability in stochastic programming

DOI10.1007/BF01582215zbMath0828.90099OpenAlexW2090787683MaRDI QIDQ1340069

Alexander Shapiro

Publication date: 11 December 1994

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582215

zbMATH Keywords

stochastic linear programsquantitative stabilityfixed recourse

Mathematics Subject Classification ID

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

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Cites Work

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• Perturbation analysis of optimization problems in banach spaces
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