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- W3094592196 abstract "This paper focus on the quantitative stability of a class of two-stage stochastic linear variational inequality problems whose second stage problems are stochastic linear complementarity problems with fixed recourse matrix. Firstly, we discuss the existence of solutions to this two-stage stochastic problems and its perturbed problems. Then, by using the corresponding residual function, we derive the quantitative stability of this two-stage stochastic problem under Fortet-Mourier metric. Finally, we study the sample average approximation problem, and obtain the convergence of optimal solution sets under moderate assumptions." @default.
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- W3094592196 date "2020-10-20" @default.
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- W3094592196 title "Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse" @default.
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- W3094592196 doi "https://doi.org/10.1080/00036811.2020.1836352" @default.
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