Postoptimality for multistage stochastic linear programs

Postoptimality for multistage stochastic linear programs

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Article ID: iaor19952289
Country: Switzerland
Volume: 56
Issue: 1
Start Page Number: 65
End Page Number: 78
Publication Date: Jun 1995
Journal: Annals of Operations Research
Authors:
Abstract:

The contamination technique is presented as a flexible and relatively easily tractable tool to postoptimality analysis for scenario based multistage stochastic linear programs. It is promising especially in cases when the influence of additional or out-of-sample scenarios on the already solved problem is to be explored.

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