Stability of multistage stochastic programming

DOI10.1007/BF02031713zbMath0835.90059MaRDI QIDQ1896459

Jinde Wang

Publication date: 27 August 1995

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

zbMATH Keywords

epi-convergencerecoursemultistage multifunctionstability of multistage stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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• Stability analysis for stochastic programs
• Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications
• Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
• Stability in Two-Stage Stochastic Programming
• Multistage Stochastic Programming with Recourse As Mathematical Programming in an $L_p $ Space
• Stochastic programs with recourse: A basic theorem for multistage problems

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