|edoc-Server der Humboldt-Universität zu Berlin|
|Author(s):||Jitka Dupacová, Karls-Universität||Title:||Contamination for multistage stochastic programs|
|Date of Acceptance:||15.03.2006|
Stochastic Programming E-Print Series |
|Editors:||Julie L. Higle; Werner Römisch; Surrajeet Sen|
|Complete Preprint:||pdf (urn:nbn:de:kobv:11-10064300)|
|Keywords (eng):||scenario-based stochastic linear programs, stages, contamination|
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|Contamination technique will be examined as a possible approach to robustness analysis of results obtained for multistage stochastic linear programs with respect to changes of their structure or input data. We shall focus on the case then the already selected scenario tree gets extended for additional (stress or out-of-sample) scenarios and/or additional stages.|
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