%0 Journal Article
%T On the Fortet-Mourier metric for the stability of Stochastic Optimization Problems, an example
%+ Optimisation et commande (OC)
%A Strugarek, Cyrille
%< avec comitÃ© de lecture
%J Stochastic Programming E-Print Series (SPEPS)
%V 2004
%N 25
%P -
%8 2004
%D 2004Journal articles
%X #HTML We consider the use of the Fortet-Mourier metric between two probability measures to bound the error term made by an approximated solution of a stochastic program. After a short analysis of usual stability arguments, we propose a simple example of stochastic program which enlightens the importance of the information structure. As a conclusion, we underline the need to take into account both the probability measure and the information structure in the discretization of a stochastic program.
%G English
%L hal-00989010
%U https://hal-ensta-paris.archives-ouvertes.fr//hal-00989010
%~ ENSTA
%~ UMA_ENSTA