Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints

DOI10.1137/060650118zbMath1160.90607OpenAlexW2127580212WikidataQ126265806 ScholiaQ126265806MaRDI QIDQ5444294

Ruszczyński, Andrzej, Dentcheva, Darinka, René Henrion

Publication date: 25 February 2008

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

Full work available at URL: https://doi.org/10.1137/060650118

zbMATH Keywords

stochastic programmingstochastic orderingmetric regularityLipschitz stabilitydirectional differentiabilitychance constraintssemi-infinite optimization

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06) Stochastic programming (90C15) Programming in abstract spaces (90C48) Semi-infinite programming (90C34) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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