A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
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Publication:623459
DOI10.1007/s10107-009-0270-0zbMath1229.90109OpenAlexW2043074138MaRDI QIDQ623459
Rüdiger Schultz, Ralf Gollmer, Uwe Gotzes
Publication date: 14 February 2011
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-009-0270-0
Inequalities; stochastic orderings (60E15) Mixed integer programming (90C11) Stochastic programming (90C15)
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Uses Software
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