Using Metrics in Stability of Stochastic Programming Problems
نویسنده
چکیده
Optimization techniques enter often as a mathematical tool into many economicapplications. In these models, uncertainty is modelled via probability distribution that isapproximated or estimated in real cases. Then we ask for a stability of solutions withrespect to changes in the probability distribution. The work illustrates one of possibleapproaches (using probability metrics), underlying numerical challenges and a backwardglance to economical interpretation.
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تاریخ انتشار 2009