Quantitative stability of fully random mixed-integer two-stage stochastic programs
نویسندگان
چکیده
Mixed-integer two-stage stochastic programs with fixed recourse matrix, random recourse costs, technology matrix, and right-hand sides are considered. Quantitative continuity properties of its optimal value and solution set are derived when the underlying probability distribution is perturbed with respect to an appropriate probability metric.
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ورودعنوان ژورنال:
- Optimization Letters
دوره 2 شماره
صفحات -
تاریخ انتشار 2008