Quantitative stability of full random two-stage problems with quadratic recourse

DOI10.1080/02331934.2019.1602833zbMath1419.90081OpenAlexW2939366300MaRDI QIDQ5231368

Shao-Yan Guo, Sainan Zhang, Li-wei Zhang, Hong-Wei Zhang

Publication date: 26 August 2019

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2019.1602833

zbMATH Keywords

stochastic programmingquadratic programmingasymptotic behaviourFortet-Mourier metric

Mathematics Subject Classification ID

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

Related Items (1)

Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse

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