Quantitative stability of fully random mixed-integer two-stage stochastic programs

Optimization Letters

Volumn 2, Issue 3, 2008, Pages 377-388

  Romisch W ^a   Vigerske, S ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Discrepancy; Mixed integer; Probability metric; Stability; Stochastic programming; Two stage; Weak convergence

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; MATRIX ALGEBRA; PROBABILITY DISTRIBUTIONS; STOCHASTIC PROGRAMMING;

MIXED INTEGER; TWO STAGE; WEAK CONVERGENCE;

INTEGER PROGRAMMING;

EID: 43249112787     PISSN: 18624472     EISSN: 18624480     Source Type: Journal    
DOI: 10.1007/s11590-007-0066-1     Document Type: Article

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