Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints

DOI10.1137/140960347zbMath1322.90054OpenAlexW2033667829MaRDI QIDQ5252600

Rüdiger Schultz, Matthias Claus

Publication date: 2 June 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9a9fa26a3e7c11dced5f8fe43707cf9478b1d6de

zbMATH Keywords

stabilitystochastic programmingstochastic dominanceAubin propertyLipschitzian properties

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Mixed integer programming (90C11) Stochastic programming (90C15)

Related Items (2)

On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse ⋮ Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse

Uses Software

• DDSIP

Cites Work

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