Name
Abstract | ||
|---|---|---|
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. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1007/s11590-007-0066-1 | Optimization Letters |
Keywords | Field | DocType |
stochastic programming · two-stage · mixed-integer · stability · weak convergence · probability metric · discrepancy,stochastic programming,probability distribution,weak convergence | Convergence of random variables,Mathematical optimization,Random variable,Joint probability distribution,Algebra of random variables,Stochastic matrix,Multivariate random variable,Probability distribution,Probability theory,Mathematics | Journal |
Volume | Issue | ISSN |
2 | 3 | 1862-4472 |
Citations | PageRank | References |
5 | 0.51 | 10 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Werner Römisch | 1 | 688 | 74.27 |
| Stefan Vigerske | 2 | 119 | 10.85 |