Communicate 发表于 2025-3-28 18:02:02

Stability in stochastic programming with recourse. Contaminated distributions,random coefficients is considered. As a tool, contamination of the given distribution by another one is suggested and the original stability problem is thus reduced to that with linearly perturbed objective function. The theory of perturbed Kuhn-Tucker points and strongly regular equations is used t

Cougar 发表于 2025-3-28 20:23:53

Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applble . and the random vector ξ jointly. This is then used to study stability of the considered problem. Some results, expecially the Lipschitz continuity of the infimal functional in ξ, are stronger than early ones.

FOVEA 发表于 2025-3-29 00:29:23

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查看完整版本: Titlebook: Stochastic Programming 84, Part I; Andras Prékopa,Roger J.- B. Wets Book 1986Latest edition Springer-Verlag Berlin Heidelberg 1986 approxi