Quantitative stability of fully random mixed-integer two-stage stochastic programs
نویسندگان
چکیده
منابع مشابه
Quantitative stability of fully random mixed-integer two-stage stochastic programs
Mixed-integer two-stage stochastic programs with fixed recourse matrix, random recourse costs, technology matrix, and right-hand sides are considered. Quantitative continuity properties of its optimal value and solution set are derived when the underlying probability distribution is perturbed with respect to an appropriate probability metric.
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ژورنال
عنوان ژورنال: Optimization Letters
سال: 2007
ISSN: 1862-4472,1862-4480
DOI: 10.1007/s11590-007-0066-1