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Conditioning of linear-quadratic two-stage stochastic optimization problems
Free accessBASE | 2013| -
A gradient formula for linear chance constraints under Gaussian distribution
Free accessBASE | 2011| -
Scenario reduction in stochastic programming with respect to discrepancy distances
Free accessBASE | 2006| -
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
Free accessBASE | 2005| -
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints
Free accessBASE | 2005| -
Perturbation ananlysis of chance-constrained programs under variation of all constraint data
Free accessBASE | 2003| -
Hölder and Lipschitz Stability of Solution Sets in Programs with Probabilistic Constraints
Free accessBASE | 2003|
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