caa a22 4500 465775020 CHVBK 20180323111939.0 cr unu---uuuuu 170327e19901201xx s 000 0 eng 10.1007/BF02055193 doi (NATIONALLICENCE)springer-10.1007/BF02055193 Dupačová Jitka Charles University, Prague, Czechoslovakia aut Stability and sensitivity-analysis for stochastic programming [Elektronische Daten] [Jitka Dupačová] Stability and sensitivity studies for stochastic programs have been motivated by the problem of incomplete information about the true probability measure through which the stochastic program is formulated and in connection with the development and evaluation of algorithms. The first part of this survey paper briefly introduces and compares different approaches and points out the contemporary efforts to remove and weaken assumptions that are not realistic (e.g., strict complementarity conditions). The second part surveys recent results on qualitative and quantitative stability with respect to the underlying probability measure and describes the ways and means of statistical sensitivity analysis based on Gâteaux derivatives. The last section comments on parallel statistical sensitivity results obtained in the parametric case, i.e., for probability measures belonging to a parametric family indexed by a finite dimensional vector parameter. J.C. Baltzer A.G. Scientific Publishing Company, 1990 Qualitative stability for SP nationallicence quantitative stability for SP nationallicence statistical sensitivity analysis nationallicence Gâteaux derivatives nationallicence asymptotic behavior nationallicence Annals of Operations Research Baltzer Science Publishers, Baarn/Kluwer Academic Publishers 27/1(1990-12-01), 115-142 0254-5330 27:1<115 1990 27 10479 https://doi.org/10.1007/BF02055193 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF02055193 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Dupačová Jitka Charles University, Prague, Czechoslovakia aut NATIONALLICENCE 773 0- Annals of Operations Research Baltzer Science Publishers, Baarn/Kluwer Academic Publishers 27/1(1990-12-01), 115-142 0254-5330 27:1<115 1990 27 10479 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer