Sensitivity analysis in stochastic second order cone programming for mobile ad hoc networks

Procedia - Social and Behavioral Sciences

Volumn 2, Issue 6, 2010, Pages 7704-7705

  Maggioni, Francesca ^a   Wallace, Stein W ^b   Bertocchi, Marida ^a   Allevi, Elisabetta ^c  

^a UNIVERSITY OF BERGAMO   (Italy)

^b LANCASTER UNIVERSITY   (United Kingdom)

^c UNIVERSITY OF BRESCIA   (Italy)

Author keywords

evaluation of deterministic solution; mobile ad hoc network; second order cone programming; sensitivity analysis; stochastic programming

Indexed keywords

EID: 77955010379     PISSN: 18770428     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/j.sbspro.2010.05.188     Document Type: Conference Paper

References (6)

1. Ariyawansa K.A. and Zhu Y. 206: Stochastic Semidefinite Programming: a New Paradigm for Stochastic Optimization, 4OR, Q. J. Oper. Res. 4(3), 239-253.
2. Birge J. R., 1970: The Value of Stochastic Solution in Stochastic Linear Programs with Fixed Recourse, Math. Prog., 24, pp. 314-325.
3. Maggioni F., Potra F.A., Bertocchi M.I. and Allevi E. 2009: Stochastic second order cone programming in mobile ad hoc networks, J. Optim. Theory Appl., 143, pp. 309-328.
4. Maggioni F., Wallace S.W., Bertocchi M.I.: Inheritance from the deterministic Solution in Stochastic Programming, in preparation.
5. Wallace S.W., 2000: Decision Making Under Uncertainty: is sensitivity analysis of any use?, Operation Research, 48(1), pp. 20-25.
6. Higle J.L. and Wallace S.W. 2003: Sensitivity Analysis and Uncertaintly in Linear Programming, Interfaces, 33(4), pp53-60.