Metric regularity and quantitative stability in stochastic programs with probabilistic constraints

@article{Henrion1999MetricRA,
  title={Metric regularity and quantitative stability in stochastic programs with probabilistic constraints},
  author={Ren{\'e} Henrion and Werner R{\"o}misch},
  journal={Math. Program.},
  year={1999},
  volume={84},
  pages={55-88}
}
Necessary and su cient conditions for metric regularity of several joint probabilistic constraints are derived using recent results from nonsmooth analysis The conditions apply to fairly general nonconvex nonsmooth probabilistic constraints and extend earlier work in this direction Further a veri able su cient condition for quadratic growth of the objective function in a more speci c convex stochastic program is indicated and applied in order to obtain a new result on quantitative stability of… CONTINUE READING