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New Formulations for Optimization under Stochastic Dominance Constraints - MaRDI portal

New Formulations for Optimization under Stochastic Dominance Constraints (Q3395025)

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New Formulations for Optimization under Stochastic Dominance Constraints
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    New Formulations for Optimization under Stochastic Dominance Constraints (English)
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    20 August 2009
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    stochastic programming
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    stochastic dominance constraints
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    risk
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    probabilistic constraints
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    integer programming
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