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

Communicate

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

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