Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric (Q3120387)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric |
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Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric (English)
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1 March 2019
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stochastic programming problems
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second-order stochastic dominance constraints
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stability
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Wasserstein metric
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relaxation
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scenario generation
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empirical estimates
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light- and heavy-tailed distributions
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crossing
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