| Article ID: | iaor1991724 |
| Country: | Netherlands |
| Volume: | 47 |
| Issue: | 1 |
| Start Page Number: | 107 |
| End Page Number: | 116 |
| Publication Date: | May 1990 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Shapiro Alexander |
In this paper optimal solutions of a stochastic programming problem are considered as functions of the underlying probability distribution. Their directional derivatives, in the sense of Gateaux, are áthe underlying probability distribution. Their directional derivatives, in the sense of G