STABILITY RESULTS FOR STOCHASTIC PROGRAMS AND SENSORS, ALLOWING FOR DISCONTINUOUS OBJECTIVE FUNCTIONS

被引：29

作者：

ARTSTEIN, Z ^{[1
]}

WETS, RJB ^{[1
]}

机构：

[1] UNIV CALIF DAVIS, DEPT MATH, DAVIS, CA 95616 USA

来源：

SIAM JOURNAL ON OPTIMIZATION | 1994年 / 4卷 / 03期

关键词：

STOCHASTIC PROGRAMMING; STABILITY; DISCONTINUOUS PAYOFF FUNCTIONS; SENSORS;

D O I：

10.1137/0804030

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The paper examines the stability of the optimal value and the solutions of stochastic programming problems. Stability is checked with respect to variations in both the problem formulation and the probability distribution that describes the uncertainty. Of particular interest is the case where the payoff functions may be discontinuous. These results are applied to analyze the stability of sensors that model the possibility of making inquiries to improve the probabilistic information available about the uncertain quantities.

引用

页码：537 / 550

页数：14

共 20 条

[1] SENSORS AND INFORMATION IN OPTIMIZATION UNDER STOCHASTIC UNCERTAINTY [J].