| Article ID: | iaor19912123 |
| Country: | Switzerland |
| Volume: | 30 |
| Start Page Number: | 199 |
| End Page Number: | 214 |
| Publication Date: | Mar 1991 |
| Journal: | Annals of Operations Research |
| Authors: | Dupacova Jitka |
Different approaches to statistical sensitivity analysis for optimal solutions of stochastic programs are discussed and compared. Possibilities of drawing conclusions about asymptotic behavior of estimated optimal solutions by means of stability properties of auxiliary randomly perturbed convex quadratic programs are indicated and illustrated on a numerical example.