Article ID: | iaor20126089 |
Volume: | 200 |
Issue: | 1 |
Start Page Number: | 55 |
End Page Number: | 74 |
Publication Date: | Nov 2012 |
Journal: | Annals of Operations Research |
Authors: | Dupaov Jitka, Kopa Milo |
Keywords: | risk, programming: probabilistic |
This paper is a contribution to the robustness analysis for stochastic programs whose set of feasible solutions depends on the probability distribution