Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs
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Publication:3519415
DOI10.1137/060657716zbMath1211.90151OpenAlexW2084590216MaRDI QIDQ3519415
Werner Römisch, Roger J.-B. Wets
Publication date: 14 August 2008
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060657716
stochastic programmingapproximate solutionsprobability metricstwo-stage modelsrandom recoursequantitative stability
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