Robust stochastic dominance and its application to risk-averse optimization
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Publication:849327
DOI10.1007/s10107-009-0321-6zbMath1216.90064OpenAlexW2085976800WikidataQ93623505 ScholiaQ93623505MaRDI QIDQ849327
Ruszczyński, Andrzej, Dentcheva, Darinka
Publication date: 25 February 2010
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-009-0321-6
stochastic ordersemi-infinite optimizationstochastic dominance constraintsrisk constraintsrobust preferences
Inequalities; stochastic orderings (60E15) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15) Programming in abstract spaces (90C48) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)
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