Sensitivity with respect to the underlying information in stochastic programs

7Citations
Citations of this article
6Readers
Mendeley users who have this article in their library.

Abstract

Quantitative estimates of the continuous dependence on the underlying probability measure, are established for the value of stochastic programming problems. Lipschitz dependence is derived as a particular case. The class of problems is a general one; examples show how the conditions can be verified for more structured cases. The general result is used to establish the continuous dependence estimates for the value of sensors for the stochastic problems. © 1994.

Cite

CITATION STYLE

APA

Artstein, Z. (1994). Sensitivity with respect to the underlying information in stochastic programs. Journal of Computational and Applied Mathematics, 56(1–2), 127–136. https://doi.org/10.1016/0377-0427(94)90383-2

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free