Affiliation:
1. School of Mathematics, Yunnan Normal University, Kunming 650500, China
Abstract
In this paper, we consider optimization problems with stochastic constraints. We derive quantitative stability results for the optimal value function, the optimal solution set and the feasible solution set of optimization models in which the underlying stochastic constraints involve the mathematical expectation of random single-valued and set-valued mappings, respectively. New primal sufficient conditions are developed for the uniform error bound property of the stochastic constraint system for the single-valued case.
Funder
National Natural Science Foundation of China
Basic Research Program of Yunnan Province
Subject
General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)