New Formulations for Optimization under Stochastic Dominance Constraints
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Publication:3395025
DOI10.1137/070707956zbMath1180.90215OpenAlexW2065491738MaRDI QIDQ3395025
Publication date: 20 August 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/070707956
stochastic programminginteger programmingriskstochastic dominance constraintsprobabilistic constraints
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