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Asymptotic analysis of stochastic programs

✍ Scribed by Alexander Shapiro


Book ID
112711935
Publisher
Springer US
Year
1991
Tongue
English
Weight
841 KB
Volume
30
Category
Article
ISSN
0254-5330

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Asymptotic Analysis of Perturbed Mathema
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We consider a perturbed mathematical programming problem where both the objective and the constraint functions are analytical in both the underlying decision variables and in the perturbation variable/parameter that is denoted by . The following question arises: what is the description of the soluti