Qualitative stability of stochastic programs with third-degree stochastic dominance constraint induced by mixed-integer linear recourse

Abstract

We deal with the qualitative stability of the stochastic programs with third-degree stochastic dominance constraint which is induced by mixed-integer linear recourse. We investigate behaviour with respect to the weak convergence of underlying measures.

Keywords

• Qualitative stability
• third-degree stochastic dominance constraint
• mixed-integer value function