Stability in distribution problems of nonlinear stochastic programming

Stability in distribution problems of nonlinear stochastic programming

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Article ID: iaor19941963
Country: Singapore
Volume: 8
Issue: 2
Start Page Number: 128
End Page Number: 134
Publication Date: Nov 1991
Journal: Asia-Pacific Journal of Operational Research
Authors:
Keywords: programming: parametric
Abstract:

This paper is concerned with the stability property of the optimum of nonlinear distribution problems with respect to the random vector. It gives conditions, under which the optimum of the problem with approximate random vectors will converge to the optimum of the original problem in distribution sense, L1-sense or in the sense of mean-convergence respectively. Based upon this stability an approximation method is suggested.

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