Improving constants of strong convexity in linear stochastic programming

DOI10.1016/j.orl.2021.12.010OpenAlexW4200045899MaRDI QIDQ2670477

Kai Spürkel, Matthias Claus

Publication date: 11 March 2022

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2021.12.010

zbMATH Keywords

stochastic programmingstrong convexitylinear recourse

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

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• Distribution sensitivity in stochastic programming
• Stability analysis for stochastic programs
• Strong convexity in stochastic programs with complete recourse
• Strong convexity in risk-averse stochastic programs with complete recourse
• Introduction to Stochastic Programming
• Stability of Solutions for Stochastic Programs with Complete Recourse
• Variational Analysis
• Lipschitz Stability for Stochastic Programs with Complete Recourse
• Applications of Stochastic Programming

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