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Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints - MaRDI portal

Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints (Q4594832)

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scientific article; zbMATH DE number 6812860
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English
Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints
scientific article; zbMATH DE number 6812860

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    Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints (English)
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    24 November 2017
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    second-order dominance
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    probability discretization
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    Kantorovich metric
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    stability analysis
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