Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://www.tandfonline.com/doi/pdf/10.1080/02331931003696350
Reference21 articles.
1. Optimization with Stochastic Dominance Constraints
2. Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
3. Inverse stochastic dominance constraints and rank dependent expected utility theory
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