Quantitative stability of mixed-integer two-stage quadratic stochastic programs

For our introduced mixed-integer quadratic stochastic program with fixed recourse matrices, random recourse costs, technology matrix and right-hand sides, we study quantitative stability properties of its optimal value function and optimal solution set when the underlying probability distribution is...

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Vydáno v:	Mathematical methods of operations research (Heidelberg, Germany) Ročník 75; číslo 2; s. 149 - 163
Hlavní autoři:	Chen, Zhiping, Han, Youpan
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Berlin/Heidelberg Springer-Verlag 01.04.2012 Springer Springer Nature B.V
Témata:	Business and Management Calculus of Variations and Optimal Control; Optimization Continuity Integer programming Linear programming Mathematical analysis Mathematics Mathematics and Statistics Matrices Operations research Operations Research/Decision Theory Optimization Original Article Portfolio management Probability distribution Production planning Stability Stochasticity Studies Stochastic quadratic programs Stability Probability metric Mixed-integer Lipschitz continuity
ISSN:	1432-2994, 1432-5217
On-line přístup:	Získat plný text
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