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Optimization with a class of multivariate integral stochastic order constraints - MaRDI portal

Optimization with a class of multivariate integral stochastic order constraints (Q363558)

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scientific article; zbMATH DE number 6203939
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Optimization with a class of multivariate integral stochastic order constraints
scientific article; zbMATH DE number 6203939

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    Optimization with a class of multivariate integral stochastic order constraints (English)
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    3 September 2013
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    convex optimization problems
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    multivariate integral stochastic order constraints
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    utility function
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