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Stability results for stochastic programs and sensors, allowing for discontinuous objective functions. (English) Zbl 0830.90111
The paper deals with the stochastic programming problem $\underset{K\subset X}{\text{maximize}} \int_\Xi f(x, \xi) P(d\xi),$ where $$X$$ and $$\Xi$$ are complete separable metric spaces ($$\Xi$$ equipped with a Borel structure), $$P$$ is a probability measure on $$\Xi$$, $$f(x, \xi): X\times \Xi\to [-\infty, +\infty]$$, $$f(\cdot, \cdot)$$ is admitted to be discontinuous.
The aim of the paper is to investigate the stability of the problem with respect to variations of the integrand $$f(\cdot, \cdot)$$, or the probability measure $$P$$. The problem is demonstrated on the case of the newsboy problem. The achieved results are applied to the stability of sensors.
Reviewer: V.Kankova (Praha)

##### MSC:
 90C15 Stochastic programming 90C31 Sensitivity, stability, parametric optimization
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