ZIB

Treffer pro Seite

Treffer 1 - 1 | 1 Treffer

Alles auswählen Exportieren

Digitale Medien

Stability in multistage stochastic programming (1995)

Fiedler, Olga ; Römisch, Werner

Springer

Annals of operations research 56 (1995), S. 79-93

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1572-9338

Schlagwort(e): Multistage stochastic programs ; optimization in Banach spaces ; stability ; approximation

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik , Wirtschaftswissenschaften

Notizen: Abstract Multistage stochastic programs are regarded as mathematical programs in a Banach spaceX of summable functions. Relying on a result for parametric programs in Banach spaces, the paper presents conditions under which linearly constrained convex multistage problems behave stably when the (input) data process is subjected to (small) perturbations. In particular, we show the persistence of optimal solutions, the local Lipschitz continuity of the optimal value and the upper semicontinuity of optimal sets with respect to the weak topology inX. The linear case with deterministic first-stage decisions is studied in more detail.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF02031701

Bibliothek	Standort	Signatur	Band/Heft/Jahr	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext

Treffer 1 - 1 | 1 Treffer