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Aspects of optimization with stochastic dominance - MaRDI portal

Aspects of optimization with stochastic dominance (Q2399318)

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Aspects of optimization with stochastic dominance
scientific article

    Statements

    title
    Aspects of optimization with stochastic dominance (English)
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    author
    Z. Max Shen
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    William B. Haskell
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    J. George Shanthikumar
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    publication date
    22 August 2017
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    zbMATH Keywords
    stochastic dominance
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    convex optimization
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    sample average approximation
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    duality
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    cites work
    Q4503250
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    Q4821526
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    Q4173901
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    Q3059475
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    Q2778807
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    Q4235027
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    Variational Analysis
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    Q3996430
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    Stochastic orders
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    Q2925334
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    Q3199164
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    Identifiers

    zbMATH DE Number
    6763460
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    OpenAlex ID
    W2507597752
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