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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Bibliographic Details
Published in:	Mathematical methods of operations research (Heidelberg, Germany) Vol. 75; no. 2; pp. 149 - 163
Main Authors:	Chen, Zhiping, Han, Youpan
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer-Verlag 01.04.2012 Springer Springer Nature B.V
Subjects:	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
Online Access:	Get full text
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