On Nonnormal Asymptotic Behavior of Optimal Solutions of Stochastic Programming Problems: The Parametric Case

Dupacova J (1988). On Nonnormal Asymptotic Behavior of Optimal Solutions of Stochastic Programming Problems: The Parametric Case. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-019

[img]
Preview
Text
WP-88-019.pdf

Download (399kB) | Preview

Abstract

Under incomplete information about the parameters of the true distribution of the random coefficients, the optimal solutions to stochastic programs can be only approximated. This paper extends the previous results of the author to the case when strict complementarity conditions need not be assumed.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:59
Last Modified: 19 Jul 2016 16:03
URI: http://pure.iiasa.ac.at/3186

Actions (login required)

View Item View Item

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313