Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse-Reference-Cited by-同舟云学术

Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse

Published:2018-01 Issue:2 Volume:28 Page:1396-1419
ISSN:1052-6234
Container-title:SIAM Journal on Optimization
language:en
Short-container-title:SIAM J. Optim.

Author:

Chen Zhiping,Jiang Jie

Funder

National Natural Science Foundation of China

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Theoretical Computer Science,Software

Link

https://epubs.siam.org/doi/pdf/10.1137/17M1120063

Reference35 articles.

1. Risk aversion for an electricity retailer with second-order stochastic dominance constraints

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

3. Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints

4. Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse

5. Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints

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