TY - GEN A1 - Dentcheva, Darinka A1 - Henrion, Rene A1 - Ruszczynski, Andrzej T1 - Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints N2 - We analyze the stability and sensitivity of stochastic optimization problems with stochastic dominance constraints of first order. We consider general perturbations of the underlying probability measures in the space of regular measures equipped with a suitable discrepancy distance. We show that the graph of the feasible set mapping is closed under rather general assumptions. We obtain conditions for the continuity of the optimal value and upper-semicontinuity of the optimal solutions, as well as quantitative stability estimates of Lipschitz type. Furthermore, we analyze the sensitivity of the optimal value and obtain upper and lower bounds for the directional derivatives of the optimal value. The estimates are formulated in terms of the dual utility functions associated with the dominance constraints. KW - Stochastic programming KW - stochastic ordering KW - semi-infinite optimization KW - chance constraints KW - Lipschitz stability KW - metric regularity KW - directional differentiability Y1 - 2007 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/382 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-3822 ER -