Quantitative stability in stochastic programming

No abstract is available for this paper.

• Publication year

  1994

• Venue

  Mathematical programming

• Publication date

  1994-10-26

• Fields of study

  Mathematics, Computer Science

• Identifiers
  DOI 10.1007/BF01582215
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Second-order Sufficiency and Quadratic Growth for Nonisolated Minima

  1995cited by this paper
• Stability of Solutions for Stochastic Programs with Complete Recourse

  1993cited by this paper
• Weak sharp minima in mathematical programming

  1993cited by this paper
• A Stochastic Programming Model for Optimal Power Dispatch: Stability and Numerical Treatment

  1992cited by this paper
• Perturbation analysis of optimization problems in banach spaces

  1992cited by this paper
• Stability and sensitivity-analysis for stochastic programming

  1991cited by this paper
• Asymptotic analysis of stochastic programs

  1991cited by this paper
• Distribution sensitivity in stochastic programming

  1991cited by this paper
• ASYMPTOTIC BEHAVIOR OF STATISTICAL ESTIMATORS AND OF OPTIMAL SOLUTIONS OF STOCHASTIC OPTIMIZATION PROBLEMS

  1988cited by this paper
• Stability in two-stage stochastic programming

  1987cited by this paper
• Distribution sensitivity analysis for stochastic programs with complete recourse

  1985cited by this paper
• Optimization And Nonsmooth Analysis

  1983cited by this paper
• Stochastic Programming: Solution Techniques and Approximation Schemes

  1982influential reference
• Generalized equations and their solutions, part II: Applications to nonlinear programming

  1982cited by this paper
• On the interchange of subdifferentiation and conditional expectation for convex functionals

  1982cited by this paper
• Approximation Theorems of Mathematical Statistics

  1980cited by this paper
• Convergence rate of perturbed empirical distribution functions

  1979cited by this paper
• Theory of extremal problems

  1979cited by this paper
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

  1974cited by this paper
• Stochastic linear programming

  1962cited by this paper
• STOCHASTIC PROGRAMS WITH FIXED RECOURSE : THE EQUIVALENT DETERMINISTIC PROGRAM

  year unknowncited by this paper

• On the asymptotic behaviour of stochastic processes, with applications to supermartingale convergence, Dvoretzky's approximation theorem, and stochastic quasi-Fejér monotonicity

  2025cites this paper
• A Unified Framework for Analyzing and Optimizing a Class of Convex Inequity Measures

  2023cites this paper
• Problem-Driven Scenario Generation for Stochastic Programming Problems: A Survey

  2023cites this paper
• Stackelberg risk preference design

  2022cites this paper
• Data-driven stochastic optimization for distributional ambiguity with integrated confidence region

  2022cites this paper
• Convex Fairness Measures: Theory and Optimization

  2022cites this paper
• Learning with risks based on M-location

  2020cites this paper
• Non-monotone risk functions for learning

  2020cites this paper
• Parallel machine scheduling with stochastic release times and processing times

  2020cites this paper
• Quantitative stability of full random two-stage problems with quadratic recourse

  2019cites this paper
• Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance

  2018cites this paper
• Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse

  2018cites this paper
• Ambiguous Joint Chance Constraints Under Mean and Dispersion Information

  2017cites this paper
• SUPPLEMENTARY MATERIALS: STABILITY AND CONTINUITY IN ROBUST OPTIMIZATION∗

  2017cites this paper
• Stability and Continuity in Robust Optimization

  2017cites this paper
• Adjustable Robust Optimisation approach to optimise discounts for multi-period supply chain coordination under demand uncertainty

  2017cites this paper
• Properties and Paradigms of Robust Optimization

  2017cites this paper
• The convergence of set-valued scenario approach for downside risk minimization

  2016cites this paper
• A remark on multiobjective stochastic optimization via strongly convex functions

  2016influential citation
• Stability and Continuity in Robust Linear and Linear Semi-Infinite Optimization

  2015cites this paper
• Quantitative stability of full random two-stage stochastic programs with recourse

  2015cites this paper
• Thin and heavy tails in stochastic programming

  2015cites this paper
• Quantitative stability of full random two-stage stochastic programs with recourse

  2014cites this paper
• Stochastic Nash equilibrium problems: sample average approximation and applications

  2013cites this paper
• Stochastic Nash equilibrium problems: sample average approximation and applications

  2013cites this paper
• Empirical Estimates in Economic and Financial Optimization Problems

  2012cites this paper
• Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Sample

  2012cites this paper
• Stability analysis of stochastic programs with second order dominance constraints

  2012cites this paper
• Stochastic Multiobjective Optimization: Sample Average Approximation and Applications

  2011cites this paper
• Stability and Sensitivity Analysis of Stochastic Programs with Second Order Dominance Constraints

  2010cites this paper
• Empirical Estimates in Stochastic Optimization via Distribution Tails

  2010cites this paper
• A REMARK ON EMPIRICAL ESTIMATES VIA ECONOMIC PROBLEMS

  2009cites this paper
• Stochastic Programming Problems with Recourse via Empirical Estimates

  2009cites this paper
• A REMARK ON NONLINEAR FUNCTIONALS AND EMPIRICAL ESTIMATES

  2008cites this paper
• Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization

  2008cites this paper
• Ein Verfahren zur Dekomposition mehrstuger stochastischer Optimierungsprobleme mit Ganzzahligkeit und Risikoaversion

  2008cites this paper
• STABILITY OF ε-APPROXIMATE SOLUTIONS TO CONVEX STOCHASTIC PROGRAMS∗

  2007cites this paper
• Two-Stage Stochastic Programs with Mixed Probabilities

  2007cites this paper
• Stability of epsilon-approximate Solutions to Convex Stochastic Programs

  2007cites this paper
• Financial scenario generation for stochastic multi-stage decision processes as facility location problems

  2007cites this paper
• Spatial Aggregation in Scenario Tree Reduction

  2006cites this paper
• SCENARIO TREE REDUCTION FOR FINANCIAL OPTIMIZATION PROBLEMS

  2006cites this paper
• Internet protocol network design with uncertain demand

  2005cites this paper
• Bilevel stochastic programming problems: Analysis and application to telecommunications

  2005cites this paper
• Epi-convergent discretizations of stochastic programs via integration quadratures

  2005cites this paper
• Applying the minimax criterion in stochastic recourse programs

  2005cites this paper
• Strong convergence of estimators in nonlinear autoregressive models

  2003influential citation
• Stochastic Optimization and Statistical Inference

  2003cites this paper
• Classical and Non-Classical Stochastic Recourse Programs with Applications in Telecommunications

  2003cites this paper
• Stability of Stochastic Programming Problems

  2003cites this paper
• Applying the Minimum Risk Criterion in Stochastic Recourse Programs

  2003cites this paper
• Scenario reduction in stochastic programming

  2003cites this paper
• Probability metrics and the stability of stochastic programs with recourse

  2002cites this paper
• Quantitative Stability in Stochastic Programming: The Method of Probability Metrics

  2002influential citation
• Lipschitz selections and stability for quasiconvex programs

  2002cites this paper
• A Note on Quantitative Stability and Empirical Estimates in Stochastic Programming

  2002cites this paper
• Scenario reduction in stochastic programming: An approach using probability metrics

  2000cites this paper
• Some Aspects of Stability in Stochastic Programming

  2000influential citation
• Stochastic programs and statistical data

  1999cites this paper
• Decomposition methods in stochastic programming

  1997cites this paper
• Metric Entropy and Nonasymptotic Confidence Bands in Stochastic Programming

  1996cites this paper
• Sampling Within Stochastic Linear Programming

  1996cites this paper
• Lipschitz Stability for Stochastic Programs with Complete Recourse

  1996influential citation
• Stochastic Programming: Approximation via Scenarios

  1996cites this paper
• Strong Convexity in Stochastic Programs with CompleteRecourse II : Partially Random Right-Hand Side

  1995cites this paper
• On structure and stability in stochastic programs with random technology matrix and complete integer recourse

  1995cites this paper
• structure and stability in stochastic programs and complete On with random technology matrix a integer recourse

  1995cites this paper
• Strong convexity in stochastic programs with complete recourse

  1994cites this paper
• Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program

  1993cites this paper