Distribution sensitivity analysis for stochastic programs with complete recourse

DOI10.1007/BF02591950zbMath0586.90071OpenAlexW2042763219MaRDI QIDQ3713865

Jinde Wang

Publication date: 1985

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02591950

zbMATH Keywords

Lipschitz continuitystability of solutionscomplete recourseassociated Lagrange multipliers

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (9)

Quantitative stability in stochastic programming ⋮ Strong convexity in stochastic programs with complete recourse ⋮ Sensitivity with respect to the underlying information in stochastic programs ⋮ Continuous approximation schemes for stochastic programs ⋮ Stability results for stochastic programming problems ⋮ Distribution sensitivity in stochastic programming ⋮ On stability in multiobjective programming. A stochastic approach ⋮ Applying the minimax criterion in stochastic recourse programs ⋮ Stability and sensitivity-analysis for stochastic programming

Cites Work

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• On the inverse function theorem
• Analysis and optimization of Lipschitz continuous mappings
• Lifting projections of convex polyhedra
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
• Sensitivity analysis for nonlinear programming using penalty methods
• Qualitative Aussagen zu einigen Problemen der stochastischen Programmierung

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