TY - GEN A1 - Heitsch, Holger A1 - Römisch, Werner A1 - Strugarek, Cyrille T1 - Stability of multistage stochastic programs N2 - Quantitative stability of linear multistage stochastic programs is studied. It is shown that the infima of such programs behave (locally) Lipschitz continuous with respect to the sum of an Lr-distance and of a distance measure for the filtrations of the original and approximate stochastic (input) processes. Various issues of the result are discussed and an illustrative example is given. Consequences for the reduction of scenario trees are also discussed. Y1 - 2005 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/261 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-2615 ER -