Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081)
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scientific article; zbMATH DE number 7119970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate robust second-order stochastic dominance and resulting risk-averse optimization |
scientific article; zbMATH DE number 7119970 |
Statements
Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (English)
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21 October 2019
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multivariate stochastic dominance
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robust preference
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second-order stochastic dominance constraint
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probability discretization
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stability analysis
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