Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Stability and sensitivity-analysis for stochastic programming - MaRDI portal

Stability and sensitivity-analysis for stochastic programming

From MaRDI portal
Publication:2277142

DOI10.1007/BF02055193zbMath0724.90049MaRDI QIDQ2277142

Jitka Dupačová

Publication date: 1990

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




Related Items

Envelope Theorems for Multistage Linear Stochastic Optimization, A heuristic procedure for stochastic integer programs with complete recourse, Quantitative stability in stochastic programming, A stochastic approach to stability in stochastic programming, A note on estimates in stochastic programming, Applications of stochastic programming under incomplete information, Sensitivity with respect to the underlying information in stochastic programs, Postoptimality for multistage stochastic linear programs, Stability in multistage stochastic programming, Challenges in stochastic programming, Multistage stochastic programming: Error analysis for the convex case, Unnamed Item, Frameworks and results in distributionally robust optimization, Scenario-based stochastic programs: Resistance with respect to sample, Unnamed Item, Unnamed Item, Approximation and contamination bounds for probabilistic programs, Robustness in stochastic programs with risk constraints, Postoptimality for mean-risk stochastic mixed-integer programs and its application, A numerical method for two-stage stochastic programs under uncertainty, Unnamed Item, Approximations for Probability Distributions and Stochastic Optimization Problems, Unnamed Item, Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty, On statistical sensitivity analysis in stochastic programming, Stability analysis for stochastic programs, Quantitative stability of full random two-stage stochastic programs with recourse, A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems, Applying the minimax criterion in stochastic recourse programs, From data to model and back to data: A bond portfolio management problem, Testing the structure of multistage stochastic programs, Unnamed Item, Structure of risk-averse multistage stochastic programs, Unnamed Item, Monitoring and prioritising alerts for exception analytics, Unnamed Item, Stochastic linear programs with restricted recourse, Estimated stochastic programs with chance constraints, Limited recourse in two-stage stochastic linear programs, Variational Theory for Optimization under Stochastic Ambiguity, Special issue: topics in stochastic programming, Scenario reduction revisited: fundamental limits and guarantees, Asymptotic behavior of solutions: an application to stochastic NLP



Cites Work