A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints (Q2846481)
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scientific article; zbMATH DE number 6206125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints |
scientific article; zbMATH DE number 6206125 |
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5 September 2013
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second-order dominance
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exact penalization
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sample average approximation
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portfolio optimization
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A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints (English)
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