Processing second-order stochastic dominance models using cutting-plane representations (Q647395)
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scientific article; zbMATH DE number 5977608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Processing second-order stochastic dominance models using cutting-plane representations |
scientific article; zbMATH DE number 5977608 |
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Processing second-order stochastic dominance models using cutting-plane representations (English)
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23 November 2011
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second-order stochastic dominance
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portfolio selection
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integrated chance constraint
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multi-objective formulation
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cutting plane
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