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On approximations and stability in stochastic programming. (English) Zbl 0636.90066
Parametric optimization and related topics, Int. Conf., Plaue/GDR 1985, Math. Res. 35, 387-407 (1987).
Summary: [For the entire collection see Zbl 0619.00012.]
It has become an accepted approach to attack stochastic programming problems by approximating the given probability distribution in various ways. After sketching one of these approaches for recourse problems, the stability problem with respect to the probability measure, involved with those approximations as well as with inexact information in applied problems, is discussed for recourse and chance constrained models.

MSC:
90C15 Stochastic programming