Mathematical Programming

Paper

01 Apr 1992

Sensitivity analysis for nonsmooth generalized equations

View publication

Abstract

Results pertaining to Lipschitzian and directional differentiability properties for solutions to generalized equations under very general perturbations are obtained with the aid of new differentiation concepts for multivalued maps. © 1992 The Mathematical Programming Society, Inc.

Related

Paper

Asymmetric risk measures and tracking models for portfolio optimization under uncertainty

Alan J. King

Annals of Operations Research

Paper

Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems

Yuri M. Kaniovski, Alan J. King, et al.

Annals of Operations Research

Paper

Production planning via scenario modelling

Laureano F. Escudero, Pasumarti V. Kamesam, et al.

Annals of Operations Research

Paper

On bridging the gap between stochastic integer programming and MIP solver technologies

Gyana R. Parija, Shabbir Ahmed, et al.

INFORMS Journal on Computing

View all publications