Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem

DOI10.1007/s10957-018-1339-9zbMath1409.90122OpenAlexW2864761915MaRDI QIDQ1730821

William B. Haskell, Alejandro Toriello

Publication date: 6 March 2019

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-018-1339-9

zbMATH Keywords

convex optimizationstochastic dominanceStrassen theorem

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Uses Software

• DDSIP

Cites Work

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