Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints

DOI10.1007/s10107-004-0507-xzbMath1136.90423OpenAlexW2010853279MaRDI QIDQ1885278

Werner Römisch, René Henrion

Publication date: 28 October 2004

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

Full work available at URL: https://doi.org/10.1007/s10107-004-0507-x

zbMATH Keywords

stochastic optimizationLipschitz stabilityprobabilistic constraints

Mathematics Subject Classification ID

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

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