Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints (Q927155)

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scientific article; zbMATH DE number 5284676
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Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints
scientific article; zbMATH DE number 5284676

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    Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints (English)
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    4 June 2008
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    Stochastic programming
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    Stochastic dominance
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    Valid inequalities
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    Disjunctive cuts
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    Conditional value at risk
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