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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
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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: | 27 Aug 2021 17:13 |
| URI: | https://pure.iiasa.ac.at/3186 |
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