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...

Celý popis

Uložené v:

Podrobná bibliografia
Vydané v:	Mathematical methods of operations research (Heidelberg, Germany) Ročník 75; číslo 2; s. 149 - 163
Hlavní autori:	Chen, Zhiping, Han, Youpan
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Berlin/Heidelberg Springer-Verlag 01.04.2012 Springer Springer Nature B.V
Predmet:	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 prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!

Buďte prvý, kto okomentuje tento záznam!