Stability in Two-stage Stochastic Integer Programming

Esther Nababan

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Abstract

There is a large number of different approaches for formulating andsolving optimization problems under uncertainty. In applications, one isusually faces incomplete information on probability measure u.Numerical attemps has been made mostly rely on approximating u by"simpler" measures. This paper presents overview of stability of twostageStochastic Integer Programming model under perturbations of theintegrating probability measure u.

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1st IMT-GT Regional Conference on Mathematics, Statistics and Their Applications 2005

  • Konferensi di Paparat, Индонезия pada tahun 2005
  • 31 articles

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