On the stability in stochastic programming – generalized simple recourse problems
Volume 5, Issues 1-2 (1994), pp. 55–78
Pub. online: 1 January 1994
Type: Research Article
Published
1 January 1994
1 January 1994
Abstract
Stochastic programming problems with simple recourse belong to problems depending on a random element only through the corresponding probability measure. Consequently, this probability measure can be treated as a parameter of the problem.
In this paper the stability with respect to the above mentioned parameter will be studied for generalized simple recourse problems.