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  • Search: subject:"Quantitative stability"
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Subject
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Quantitative stability 2 Block perturbations 1 Calm modification 1 Coderivatives 1 Convex infinite inequality systems 1 Filtration distance 1 Generalized differentiation 1 Kolmogorov metrics 1 Lipschitzian bounds 1 Mathematical programming 1 Mathematische Optimierung 1 Multistage stochastic programming 1 Parametric optimization 1 Semi-infinite and infinite programming 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Variational analysis 1 Wasserstein metrics 1 quantitative stability 1 simulation study 1 stochastic programming 1
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Undetermined 2 Free 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 1
Author
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Chen, Zhiping 1 Cánovas, M. 1 Houda, Michal 1 Jiang, Jie 1 López, M. 1 Mordukhovich, B. 1 Parra, J. 1
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Published in...
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Acta Oeconomica Pragensia 1 Operations research letters 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Quantitative stability of multistage stochastic programs via calm modifications
Jiang, Jie; Chen, Zhiping - In: Operations research letters 46 (2018) 5, pp. 543-547
Persistent link: https://www.econbiz.de/10011936703
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Using Metrics in Stability of Stochastic Programming Problems
Houda, Michal - In: Acta Oeconomica Pragensia 2005 (2005) 1, pp. 128-134
Optimization techniques enter often as a mathematical tool into many economic applications. In these models, uncertainty is modelled via probability distribution that is approximated or estimated in real cases. Then we ask for a stability of solutions with respect to changes in the probability...
Persistent link: https://www.econbiz.de/10005036385
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Quantitative stability of linear infinite inequality systems under block perturbations with applications to convex systems
Cánovas, M.; López, M.; Mordukhovich, B.; Parra, J. - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 2, pp. 310-327
Persistent link: https://www.econbiz.de/10010995340
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