Postoptimality for multistage stochastic linear programs
type: Item
instance of: scholarly article
title: Postoptimality for multistage stochastic linear programs
zbMATH Open document ID: 0838.90089
DOI: 10.1007/BF02031700
published in: Annals of Operations Research
publication date: 1995-08-27T00:00:00Z
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 790990
zbMATH Keywords: scenarios
zbMATH Keywords: worst case analysis
zbMATH Keywords: contamination technique
zbMATH Keywords: postoptimality analysis
zbMATH Keywords: multistage stochastic linear programs
author: Jitka Dupačová
describes a project that uses: MSLiP
MaRDI profile type: Publication
cites work: Formulation of the Russell-Yasuda Kasai financial planning model
cites work: Multi-stage stochastic linear programs for portfolio optimization
cites work: Scenario optimization
cites work: Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
cites work: Stability and sensitivity-analysis for stochastic programming
cites work: Stability in multistage stochastic programming
cites work: MSLiP: A computer code for the multistage stochastic linear programming problem
cites work: Stochastic network optimization models for investment planning
cites work: Q3912354
description: scientific article; zbMATH DE number 790990