| Article ID: | iaor19971577 |
| Country: | Netherlands |
| Volume: | 64 |
| Issue: | 1 |
| Start Page Number: | 21 |
| End Page Number: | 38 |
| Publication Date: | Jun 1996 |
| Journal: | Annals of Operations Research |
| Authors: | Dupacov Jitka |
| Keywords: | scenario analysis and planning |
A contamination technique is presented as a numerically tractable tool to post-optimization and analysis of robustness of the optimal value of scenario-based stochastic programs and of the expected value problems. Detailed applications of the method concern the two-stage stochastic linear programs with random recourse and the corresponding robust optimization problems.