On differential stability in stochastic programming

DOI10.1007/BF01580855zbMath0705.90063MaRDI QIDQ918419

Alexander Shapiro

Publication date: 1990

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionGâteaux derivativesstability of optimal solutionssensitvity analysis of nonlinear programs

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Fréchet and Gateaux differentiability in optimization (49J50)

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