A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints (Q3586134)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints |
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A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints (English)
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6 September 2010
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linear programming
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stochastic ordering
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stochastic dominance
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utility functions
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convex programming
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cutting plane algorithms
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