Browsing Preprints aus dem Institut für Mathematik by Subject "quadratic growth"

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2005-10-21Buch

Metric regularity and quantitative stability in stochastic programs with probabilistic constraints

Henrion, René; Römisch, Werner

Necessary and sufficient conditions for metric regularity of (several joint) probabilistic constraints are derived using recent results from nonsmooth analysis. The conditions apply to fairly general nonconvex, nonsmooth ...