https://hal-ensta-paris.archives-ouvertes.fr/hal-00989010Strugarek, CyrilleCyrilleStrugarekOC - Optimisation et commande - UMA - Unité de Mathématiques Appliquées - ENSTA Paris - École Nationale Supérieure de Techniques AvancéesOn the Fortet-Mourier metric for the stability of Stochastic Optimization Problems, an exampleHAL CCSD2004Arnoux, Aurélien2014-05-09 15:08:352022-05-11 12:06:052014-05-09 15:08:35enJournal articles1#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.