Semi-infinite probabilistic optimization: first-order stochastic dominance constrain (Q4669791)
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scientific article; zbMATH DE number 2157206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-infinite probabilistic optimization: first-order stochastic dominance constrain |
scientific article; zbMATH DE number 2157206 |
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Semi-infinite probabilistic optimization: first-order stochastic dominance constrain (English)
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15 April 2005
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Stochastic programming
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Stochastic ordering
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Semi-infinite optimization
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Chance constraints
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Duality
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Risk
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Convexification
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Generalized concavity
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