Quantitative stability of fully random mixed-integer two-stage stochastic programs

DOI10.1007/s11590-007-0066-1zbMath1189.90111OpenAlexW1971209264MaRDI QIDQ941027

Stefan Vigerske, Werner Römisch

Publication date: 4 September 2008

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/9035

zbMATH Keywords

stabilitystochastic programmingweak convergencediscrepancymixed-integerprobability metrictwo-stage

Mathematics Subject Classification ID

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

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