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  Stability

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by Werner Romisch
http://www-iam.mathematik.hu-berlin.de/~romisch/./papers/para.ps
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Abstract:

of solutions to chance constrained stochastic programs

Citations

91 Stochastic Programming – Prékopa - 1995
33 Error bounds in mathematical programming – PANG - 1997
28 E.: On extensions of the Brunn–Minkowski and Prekopa–Leindler theorems, including inequalities for log concave functions, and with an application to a diffusion equations – Brascamp, Lieb - 1976
25 On logarithmic concave measures with applications to stochastic programming,Acta Sci – Pr'ekopa - 1973
22 Stability analysis for stochastic programs – Romisch, Schultz - 1991
19 Stability and sensitivity analysis for stochastic programming – Dupacov'a - 1990
16 Stochastic programming – Wets - 1989
10 Stability of solutions for stochastic programs with complete recourse – Romisch, Schultz - 1993
8 Sensitivity with respect to the underlying information in stochastic programs – Artstein - 1994
8 On quantitative stability for non-isolated minima – Klatte - 1994
7 Metric regularity and quantitative stability in stochastic programs with probabilistic constraints – Henrion, Romisch - 1999
6 Error bounds for solutions of linear equations and inequalities – Klatte, Thiere - 1995
5 Estimated stochastic programs with chance constraints – Growe - 1997
4 Convex set functions in d-space – Borell - 1975
3 Regularity and stability for convex multifunctions – Robinson - 1976