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Mathematical Programming
Article . 1994 . Peer-reviewed
License: Springer TDM
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Article . 1994
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Article . 1994
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https://dx.doi.org/10.1007/bf0...
Article
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https://dx.doi.org/10.1007/bf0...
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Quantitative stability in stochastic programming

descriptionPublicationkeyboard_double_arrow_right Article 01 Oct 1994 English Publisher:Springer Science and Business Media LLCJournal:Mathematical Programming, volume 67, pages 99-108 (issn: 0025-5610, eissn: 1436-4646, Copyright policy )
Authors: Alexander Shapiro 0001;

doi: 10.1007/bf01582215

Quantitative stability in stochastic programming

Abstract

The distance between optimal solutions of stochastic linear programs with fixed recourse is analyzed starting from a ``true'' and an ``approximate'' probability measure. The presented estimate relies on the second-order growth condition of the recourse function \(Q\), rather than on a particular choice of the metric of probability measures, suggested earlier in papers of Römisch and Schultz.

Related Organizations
Keywords

stochastic linear programs, Sensitivity, stability, parametric optimization, quantitative stability, Stochastic programming, fixed recourse

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
40
Top 10%
Top 10%
Top 10%
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