Continuity and stability of two-stage stochastic programs with quadratic continuous recourse

Author:

Chen Zhiping, ,Han Youpan,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Control and Optimization,Algebra and Number Theory,Applied Mathematics,Control and Optimization,Algebra and Number Theory

Reference26 articles.

1. Non-Linear Parametric Optimization,;B. Bank;Akademie Verlag,1982

2. Introduction to Stochastic Programming,;J. R. Birge;Springer,1997

3. Newton's method for quadratic stochastic programs with recourse,;X. Chen;J. Comput. Appl. Math.,1995

4. Random test problems and parallel methods for quadratic programs and quadratic stochastic programs,;X. Chen;Optim. Method Softw.,2000

5. Log-barrier method for two-stage quadratic stochastic programming,;G. M. Cho;Appl. Math. Comput.,2005

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