Quantitative stability of mixed-integer two-stage quadratic stochastic programs

DOI10.1007/s00186-010-0326-1zbMath1286.90099OpenAlexW2009951615MaRDI QIDQ1935928

Youpan Han, Zhiping Chen

Publication date: 20 February 2013

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

Full work available at URL: https://doi.org/10.1007/s00186-010-0326-1

zbMATH Keywords

stabilityquadratic programmingmixed-integer programmingtwo-stage stochastic programming

Mathematics Subject Classification ID

Mixed integer programming (90C11) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

Related Items (1)

Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse

Cites Work

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• Rates of Convergence in Stochastic Programs with Complete Integer Recourse
• On Quadratic Programming
• Quantitative Stability in Stochastic Programming: The Method of Probability Metrics

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