Heidergott, Bernd; Hordijk, Arie; Leahu, Haralambie - In: Mathematical Methods of Operations Research 70 (2009) 1, pp. 99-127
This paper provides strong bounds on perturbations over a collection of independent random variables, where ‘strong’ has to be understood as uniform w.r.t. some functional norm. Our analysis is based on studying the concept of weak differentiability. By applying a fundamental result from the...