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: | Dupacov Jitka |
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.