Rates of Convergence in Stochastic Programs with Complete Integer Recourse

DOI10.1137/S1052623494271655zbMath0868.90088MaRDI QIDQ4717561

Rüdiger Schultz

Publication date: 1 December 1996

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

Hölder continuitymixed-integer recourserandom right-hand sidesstability of stochastic programsvariational distance of probability measures

Mathematics Subject Classification ID

Mixed integer programming (90C11) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

Related Items (17)

Scenario reduction in stochastic programming with respect to discrepancy distances ⋮ A remark on multiobjective stochastic optimization via strongly convex functions ⋮ Flexible solutions to maritime inventory routing problems with delivery time windows ⋮ Unnamed Item ⋮ Thin and heavy tails in stochastic programming ⋮ Quantitative stability of mixed-integer two-stage quadratic stochastic programs ⋮ Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse ⋮ Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning ⋮ Unnamed Item ⋮ Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse ⋮ Quantitative stability of fully random mixed-integer two-stage stochastic programs ⋮ Applying the minimax criterion in stochastic recourse programs ⋮ Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse ⋮ Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program ⋮ Unnamed Item ⋮ On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse. ⋮ Conditional value-at-risk in stochastic programs with mixed-integer recourse

This page was built for publication: Rates of Convergence in Stochastic Programs with Complete Integer Recourse