On the stability in stochastic programming – generalized simple recourse problems

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.

Keywords

stochastic programming generalized simple recourse problem stability Kolmogorov metric empirical estimates

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