A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints
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Publication:3586134
DOI10.1137/08074009XzbMath1198.90291OpenAlexW2050464653MaRDI QIDQ3586134
Sanjay Mehrotra, Tito Homem-de-mello
Publication date: 6 September 2010
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/08074009x
linear programmingconvex programmingstochastic orderingutility functionsstochastic dominancecutting plane algorithms
Integer programming (90C10) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Semi-infinite programming (90C34) Boolean programming (90C09)
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