3 search results - page 1 / 1 » Quantitative Stability in Stochastic Programming: The Method... |
58
Voted
MOR
2002
14 years 10 months ago
2002
103
Voted
SIAMJO
2008
14 years 10 months ago
2008
We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...
101
Voted
ORL
2007
14 years 9 months ago
2007
We extend earlier work on scenario reduction by relying directly on Fortet–Mourier metrics instead of using upper bounds given in terms of mass transportation problems. The impo...