An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504)
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scientific article; zbMATH DE number 6650858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management |
scientific article; zbMATH DE number 6650858 |
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An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (English)
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10 November 2016
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multiperiod stochastic mixed 0-1 linear programming
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risk averse
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stochastic dominance constraints
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stochastic dynamic programming
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cross-scenario constraints
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