Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints.
René HenrionWerner RömischPublished in: Math. Program. (2004)
Keyphrases
- probabilistic model
- stochastic programming problems
- linear equations
- bayesian networks
- constraint sets
- constraint solver
- generative model
- constrained minimization
- constraint programming
- integer programming
- inequality constraints
- stability analysis
- data sets
- constraint satisfaction
- search algorithm
- linear programming
- decision variables
- integer program
- mixed integer
- exact solution
- belief networks
- optimization method
- closed form