Quantitative Stability of Optimization Problems with Stochastic Constraints

Wei Ouyang () and Kui Mei
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Wei Ouyang: School of Mathematics, Yunnan Normal University, Kunming 650500, China
Kui Mei: School of Mathematics, Yunnan Normal University, Kunming 650500, China

Mathematics, 2023, vol. 11, issue 18, 1-13

Abstract: In this paper, we consider optimization problems with stochastic constraints. We derive quantitative stability results for the optimal value function, the optimal solution set and the feasible solution set of optimization models in which the underlying stochastic constraints involve the mathematical expectation of random single-valued and set-valued mappings, respectively. New primal sufficient conditions are developed for the uniform error bound property of the stochastic constraint system for the single-valued case.

Keywords: stochastic generalized equation; quantitative stability; uniform error bound; metric regularity (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
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