Stability and sensitivity analysis of stochastic programs with second order dominance constraints
In this paper we present stability and sensitivity analysis of a stochastic optimization problem with stochastic second order dominance constraints. We consider perturbation of the underlying probability measure in the space of regular measures equipped with pseudometric discrepancy distance ([30])....
| Main Authors: | , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
2010-06-17.
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| Subjects: | |
| Online Access: | Get fulltext |