Distribution sensitivity in stochastic programming

Author:

Römisch Werner,Schultz Rüdiger

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference57 articles.

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2. J.P. Aubin, “Lipschitz behaviour of solutions to convex minimization problems,”Mathematics of Operations Research 9 (1984) 87–111.

3. A. Auslender, “Stability in mathematical programming with non-differentiable data,”SIAM Journal on Control and Optimization 22 (1984) 239–254.

4. B. Bank, J. Guddat, D. Klatte, B. Kummer and K. Tammer,Non-linear Parametric Optimization (Akademie-Verlag, Berlin, 1982).

5. R.N. Bhattacharya and R. Ranga Rao,Normal Approximation and Asymptotic Expansions (Wiley, New York, 1976).

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