Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints-Reference-Cited by-同舟云学术

Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints

Published:2016-05-02 Issue:4 Volume:32 Page:770-789
ISSN:1055-6788
Container-title:Optimization Methods and Software
language:en
Short-container-title:Optimization Methods and Software

Author:

Guo Shaoyan¹,Xu Huifu²³,Zhang Liwei¹

Affiliation:

1. Institute of Operations Research and Control Theory, School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, People's Republic of China

2. School of Mathematics, University of Southampton, Southampton, SO17 1BJ, UK

3. Haitian Scholar, Dalian University of Technology, Dalian, People's Republic of China

Funder

Engineering and Physical Sciences Research Council

Publisher

Informa UK Limited

Subject

Applied Mathematics,Control and Optimization,Software

Link

https://www.tandfonline.com/doi/pdf/10.1080/10556788.2016.1175003

Reference30 articles.

1. Springer Texts in Statistics;Athreya K.B.,2006

2. Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints

3. Decision Making Under Uncertainty in Electricity Markets

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