Robust stochastic dominance and its application to risk-averse optimization (Q849327)
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scientific article; zbMATH DE number 5675100
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust stochastic dominance and its application to risk-averse optimization |
scientific article; zbMATH DE number 5675100 |
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Robust stochastic dominance and its application to risk-averse optimization (English)
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25 February 2010
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robust preferences
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stochastic order
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stochastic dominance constraints
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risk constraints
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semi-infinite optimization
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