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Some Aspects of Stability in Stochastic Programming.

Authors :
Schultz, RĂ¼diger
Source :
Annals of Operations Research; 2000, Vol. 100 Issue 1-4, p55-84, 30p
Publication Year :
2000

Abstract

Some developments in structure and stability of stochastic programs during the last decade together with interrelations to optimization theory and stochastics are reviewed. With weak convergence of probability measures as a backbone we discuss qualitative and quantitative stability of recourse models that possibly involve integer variables. We sketch stability in chance constrained stochastic programming and provide some applications in statistical estimation. Finally, an outlook is devoted to issues that were not discussed in detail and to some open problems. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02545330
Volume :
100
Issue :
1-4
Database :
Complementary Index
Journal :
Annals of Operations Research
Publication Type :
Academic Journal
Accession number :
18662030
Full Text :
https://doi.org/10.1023/A:1019258932012