Sensitivity analysis of stochastic constraint and variational systems via generalized differentiation
DOI10.1007/s11228-023-00660-9OpenAlexW4318993820MaRDI QIDQ2687737
Pedro Pérez-Aros, Boris S. Mordukhovich
Publication date: 7 March 2023
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.05571
stochastic programmingvariational analysiscoderivativesgeneralized differentiationstochastic variational inequalitiesset-valued analysisLipschitzian stability
Stochastic programming (90C15) Set-valued and variational analysis (49J53) Semi-infinite programming (90C34) Existence of optimal solutions to problems involving randomness (49J55)
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