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  • Search: subject:"Stochastic quadratic programs"
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Lipschitz continuity 2 Mixed-integer 2 Probability metric 2 Stability 2 Stochastic quadratic programs 2
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Undetermined 2
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Article 2
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Undetermined 2
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Chen, Zhiping 2 Han, Youpan 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
Showing 1 - 2 of 2
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Quantitative stability of mixed-integer two-stage quadratic stochastic programs
Chen, Zhiping; Han, Youpan - In: Mathematical Methods of Operations Research 75 (2012) 2, pp. 149-163
For our introduced mixed-integer quadratic stochastic program with fixed recourse matrices, random recourse costs, technology matrix and right-hand sides, we study quantitative stability properties of its optimal value function and optimal solution set when the underlying probability...
Persistent link: https://www.econbiz.de/10010950206
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Cover Image
Quantitative stability of mixed-integer two-stage quadratic stochastic programs
Chen, Zhiping; Han, Youpan - In: Computational Statistics 75 (2012) 2, pp. 149-163
For our introduced mixed-integer quadratic stochastic program with fixed recourse matrices, random recourse costs, technology matrix and right-hand sides, we study quantitative stability properties of its optimal value function and optimal solution set when the underlying probability...
Persistent link: https://www.econbiz.de/10010759409
Saved in:
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