Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse

DOI10.1080/01630563.2019.1639729zbMath1423.90136OpenAlexW2962154988MaRDI QIDQ5238078

Zhiping Chen, Jie Jiang

Publication date: 28 October 2019

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2019.1639729

zbMATH Keywords

quantitative stabilityempirical approximationparametric programingpseudo metricsstochastic programingfull random recourse

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Related Items (2)

Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities ⋮ Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse

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