{"id":"https://openalex.org/W3092319980","doi":"https://doi.org/10.1007/s10107-020-01573-3","title":"A stability result for linear Markovian stochastic optimization problems","display_name":"A stability result for linear Markovian stochastic optimization problems","publication_year":2020,"publication_date":"2020-10-06","ids":{"openalex":"https://openalex.org/W3092319980","doi":"https://doi.org/10.1007/s10107-020-01573-3","mag":"3092319980"},"language":"en","primary_location":{"id":"doi:10.1007/s10107-020-01573-3","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10107-020-01573-3","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10107-020-01573-3.pdf","source":{"id":"https://openalex.org/S193920097","display_name":"Mathematical Programming","issn_l":"0025-5610","issn":["0025-5610","1436-4646"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Programming","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s10107-020-01573-3.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5008097779","display_name":"Adriana Kiszka","orcid":null},"institutions":[{"id":"https://openalex.org/I62916508","display_name":"Technical University of Munich","ror":"https://ror.org/02kkvpp62","country_code":"DE","type":"education","lineage":["https://openalex.org/I62916508"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Adriana Kiszka","raw_affiliation_strings":["School of Management, Technical University of Munich, Arcisstra\u00dfe 21, 80333, Munich, Germany"],"affiliations":[{"raw_affiliation_string":"School of Management, Technical University of Munich, Arcisstra\u00dfe 21, 80333, Munich, Germany","institution_ids":["https://openalex.org/I62916508"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003372915","display_name":"David Wozabal","orcid":"https://orcid.org/0000-0002-6656-9529"},"institutions":[{"id":"https://openalex.org/I62916508","display_name":"Technical University of Munich","ror":"https://ror.org/02kkvpp62","country_code":"DE","type":"education","lineage":["https://openalex.org/I62916508"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"David Wozabal","raw_affiliation_strings":["School of Management, Technical University of Munich, Arcisstra\u00dfe 21, 80333, Munich, Germany"],"affiliations":[{"raw_affiliation_string":"School of Management, Technical University of Munich, Arcisstra\u00dfe 21, 80333, Munich, Germany","institution_ids":["https://openalex.org/I62916508"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5008097779"],"corresponding_institution_ids":["https://openalex.org/I62916508"],"apc_list":{"value":2190,"currency":"EUR","value_usd":2890},"apc_paid":{"value":2190,"currency":"EUR","value_usd":2890},"fwci":0.0,"has_fulltext":true,"cited_by_count":3,"citation_normalized_percentile":{"value":0.13007063,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":96},"biblio":{"volume":"191","issue":"2","first_page":"871","last_page":"906"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10698","display_name":"Transportation Planning and Optimization","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/3313","display_name":"Transportation"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10698","display_name":"Transportation Planning and Optimization","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/3313","display_name":"Transportation"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9941999912261963,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9936000108718872,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6872254610061646},{"id":"https://openalex.org/keywords/randomness","display_name":"Randomness","score":0.6461061239242554},{"id":"https://openalex.org/keywords/metric","display_name":"Metric (unit)","score":0.6104493737220764},{"id":"https://openalex.org/keywords/extant-taxon","display_name":"Extant taxon","score":0.5907348990440369},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5754950642585754},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.5466218590736389},{"id":"https://openalex.org/keywords/stylized-fact","display_name":"Stylized fact","score":0.48153263330459595},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.48150429129600525},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.46918678283691406},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.45002633333206177},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4480205774307251},{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.4389801323413849},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.4180517792701721},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.25440114736557007},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.08618703484535217},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08579432964324951}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6872254610061646},{"id":"https://openalex.org/C125112378","wikidata":"https://www.wikidata.org/wiki/Q176640","display_name":"Randomness","level":2,"score":0.6461061239242554},{"id":"https://openalex.org/C176217482","wikidata":"https://www.wikidata.org/wiki/Q860554","display_name":"Metric (unit)","level":2,"score":0.6104493737220764},{"id":"https://openalex.org/C178300618","wikidata":"https://www.wikidata.org/wiki/Q1898509","display_name":"Extant taxon","level":2,"score":0.5907348990440369},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5754950642585754},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.5466218590736389},{"id":"https://openalex.org/C38935604","wikidata":"https://www.wikidata.org/wiki/Q4330363","display_name":"Stylized fact","level":2,"score":0.48153263330459595},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.48150429129600525},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.46918678283691406},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.45002633333206177},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4480205774307251},{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.4389801323413849},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.4180517792701721},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.25440114736557007},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.08618703484535217},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08579432964324951},{"id":"https://openalex.org/C21547014","wikidata":"https://www.wikidata.org/wiki/Q1423657","display_name":"Operations management","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10107-020-01573-3","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10107-020-01573-3","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10107-020-01573-3.pdf","source":{"id":"https://openalex.org/S193920097","display_name":"Mathematical Programming","issn_l":"0025-5610","issn":["0025-5610","1436-4646"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Programming","raw_type":"journal-article"},{"id":"pmh:oai:mediatum.ub.tum.de:node/1537885","is_oa":false,"landing_page_url":"https://mediatum.ub.tum.de/1537885","pdf_url":null,"source":{"id":"https://openalex.org/S4377196330","display_name":"mediaTUM  (Technical University of Munich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I62916508","host_organization_name":"Technical University of Munich","host_organization_lineage":["https://openalex.org/I62916508"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"},{"id":"pmh:oai:mediatum.ub.tum.de:node/1585382","is_oa":true,"landing_page_url":"https://mediatum.ub.tum.de/1585382","pdf_url":null,"source":{"id":"https://openalex.org/S4377196330","display_name":"mediaTUM  (Technical University of Munich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I62916508","host_organization_name":"Technical University of Munich","host_organization_lineage":["https://openalex.org/I62916508"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s10107-020-01573-3","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10107-020-01573-3","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10107-020-01573-3.pdf","source":{"id":"https://openalex.org/S193920097","display_name":"Mathematical Programming","issn_l":"0025-5610","issn":["0025-5610","1436-4646"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Programming","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320323383","display_name":"Technische Universit\u00e4t M\u00fcnchen","ror":"https://ror.org/02kkvpp62"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3092319980.pdf","grobid_xml":"https://content.openalex.org/works/W3092319980.grobid-xml"},"referenced_works_count":62,"referenced_works":["https://openalex.org/W153653021","https://openalex.org/W220525228","https://openalex.org/W385466589","https://openalex.org/W622935592","https://openalex.org/W1494277681","https://openalex.org/W1503042153","https://openalex.org/W1529558080","https://openalex.org/W1553000336","https://openalex.org/W1569990960","https://openalex.org/W1570220941","https://openalex.org/W1585160083","https://openalex.org/W1593130155","https://openalex.org/W1596538644","https://openalex.org/W1596686733","https://openalex.org/W1821618433","https://openalex.org/W1966807936","https://openalex.org/W1971451499","https://openalex.org/W1977380350","https://openalex.org/W1985929135","https://openalex.org/W1996289149","https://openalex.org/W1996934332","https://openalex.org/W2004216344","https://openalex.org/W2009543467","https://openalex.org/W2011519669","https://openalex.org/W2017419329","https://openalex.org/W2018002226","https://openalex.org/W2019710194","https://openalex.org/W2023587476","https://openalex.org/W2027165726","https://openalex.org/W2034607885","https://openalex.org/W2041551615","https://openalex.org/W2044374915","https://openalex.org/W2046637502","https://openalex.org/W2048370823","https://openalex.org/W2049507950","https://openalex.org/W2060013459","https://openalex.org/W2064119715","https://openalex.org/W2064227123","https://openalex.org/W2064778949","https://openalex.org/W2069737635","https://openalex.org/W2072991174","https://openalex.org/W2073001881","https://openalex.org/W2081797037","https://openalex.org/W2092720955","https://openalex.org/W2094683072","https://openalex.org/W2097641368","https://openalex.org/W2102391236","https://openalex.org/W2108062921","https://openalex.org/W2120991802","https://openalex.org/W2143782025","https://openalex.org/W2146290970","https://openalex.org/W2162515354","https://openalex.org/W2167957210","https://openalex.org/W2168877982","https://openalex.org/W2334285086","https://openalex.org/W2510082327","https://openalex.org/W2740943156","https://openalex.org/W2742900359","https://openalex.org/W2964034900","https://openalex.org/W3009330671","https://openalex.org/W4233762729","https://openalex.org/W4247165901"],"related_works":["https://openalex.org/W2529311304","https://openalex.org/W4248275646","https://openalex.org/W2992609826","https://openalex.org/W2552900035","https://openalex.org/W2162875951","https://openalex.org/W2062875858","https://openalex.org/W3124809058","https://openalex.org/W4380047323","https://openalex.org/W2138330538","https://openalex.org/W2046581487"],"abstract_inverted_index":{"Abstract":[0],"In":[1],"this":[2],"paper,":[3],"we":[4,63,70],"propose":[5],"a":[6,68,110],"semi-metric":[7,104],"for":[8,29],"Markov":[9],"processes":[10],"that":[11],"allows":[12],"to":[13,24,42,65,73],"bound":[14],"optimal":[15],"values":[16],"of":[17,27,57,101],"linear":[18],"Markovian":[19],"stochastic":[20,31],"optimization":[21],"problems.":[22],"Similar":[23],"existing":[25],"notions":[26],"distance":[28,34,48],"general":[30],"processes,":[32],"our":[33],"is":[35,49],"based":[36],"on":[37,54],"transportation":[38],"metrics.":[39],"As":[40,67],"opposed":[41],"the":[43,46,55,58,79,85,94,102],"extant":[44,95],"literature,":[45],"proposed":[47,103],"problem":[50,59],"specific,":[51],"i.e.,":[52],"dependent":[53],"data":[56],"whose":[60],"objective":[61,86],"value":[62],"want":[64],"bound.":[66],"result,":[69],"are":[71],"able":[72],"consider":[74],"problems":[75],"with":[76],"randomness":[77],"in":[78,84,93,109],"constraints":[80],"as":[81,83],"well":[82],"function":[87],"and":[88,105],"therefore":[89],"relax":[90],"an":[91],"assumption":[92],"literature.":[96],"We":[97],"derive":[98],"several":[99],"properties":[100],"demonstrate":[106],"its":[107],"use":[108],"stylized":[111],"numerical":[112],"example.":[113]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2}],"updated_date":"2026-03-18T14:38:29.013473","created_date":"2025-10-10T00:00:00"}