On the Stability in Stochastic Programming - Generalized Simple Recourse Problems
نویسندگان
چکیده
Stochastic programming problems with simple recourse belong to problems depending on a random element only through the corresponding probability measure. Consequently, this probability measure can be treated as a parameter of the problem. In this paper the stability with respect to the above mentioned parameter will be studied for generalized simple recourse problems.
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تاریخ انتشار 2014