On Differential Stability in Stochastic Programming.
Alexander ShapiroPublished in: Math. Program. (1990)
Keyphrases
- stochastic programming
- multistage
- chance constrained
- linear program
- asset liability management
- capacity planning
- risk averse
- robust optimization
- decision making under uncertainty
- multistage stochastic
- artificial intelligence
- sufficient conditions
- linear programming
- mathematical programming
- optimal policy
- special case
- optimal solution
- machine learning