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Metric regularity and quantitative stability in stochastic programs with probabilistic constraints |
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| Authors: | René Henrion Werner Römisch |
| Affiliation: | (1) Weierstrass Institute for Applied Analysis and Stochastics, D-10117 Berlin, Germany, DE;(2) Humboldt University Berlin, Institute of Mathematics, D-10099 Berlin, Germany, DE |
| Abstract: | Received January 24, 1996 / Revised version received December 24, 1997 Published online October 21, 1998 |
| Keywords: | : stochastic programming – probabilistic constraints – metric regularity – nonsmooth analysis – quadratic growth – quantitative stability – empirical approximation Mathematics Subject Classification (1991): 90C15, 90C30, 49J52 |
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