Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Theoretical Computer Science,Software
Link
http://epubs.siam.org/doi/pdf/10.1137/060650118
Reference15 articles.
1. Metric regularity, tangent sets, and second-order optimality conditions
2. Optimization with Stochastic Dominance Constraints
3. Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
4. Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
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