Conditioning of convex piecewise linear stochastic programs

INIS

• solutions 100%
• stochastic processes 100%
• size 50%
• probability 50%
• values 50%
• randomness 50%
• programming 50%

Keyphrases

• Piecewise Linear 100%
• Stochastic Program 100%
• Ill-conditioning 50%
• Large Deviations 50%
• Stochastic Programming Problems 50%
• Random Function 50%
• Well Conditioning 50%

Mathematics

• Stochastics 100%
• Probability Theory 50%
• Objective Function 50%
• Programming Problem 50%
• Random Function 50%