Robust stochastic dominance and its application to risk-averse optimization (Q849327)

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scientific article; zbMATH DE number 5675100
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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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