Browsing by Author "Liu, Yongchao"

Now showing items 1-2 of 2

2012-10-13Buch

Quantitative Stability Analysis of Stochastic Generalized Equations

Liu, Yongchao; Römisch, Werner; Xu, Huifu

We consider the solution of a system of stochastic generalized equations (SGE) where theunderlying functions are mathematical expectation of random set-valued mappings. SGE hasmany applications such as characterizing ...
2010-05-25Buch

Stability and sensitivity analysis of stochastic programs with second order dominance constraints

Liu, Yongchao; Xu, Huifu

In this paper we present stability and sensitivity analysis of a stochastic optimizationproblem with stochastic second order dominance constraints. We consider perturbation of theunderlying probability measure in the space ...