Relaxations of linear programming problems with first order stochastic dominance constraints

DOI10.1016/j.orl.2005.10.004zbMath1112.90053OpenAlexW2036105324MaRDI QIDQ867928

Nilay Noyan, Gábor Rudolf, Ruszczyński, Andrzej

Publication date: 19 February 2007

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2005.10.004

zbMATH Keywords

stochastic programmingdisjunctive programmingvalid inequalitiesstochastic dominance

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites Work

• Disjunctive programming: Properties of the convex hull of feasible points
• A lift-and-project cutting plane algorithm for mixed 0-1 programs
• Disjunctive Programming
• Optimization with Stochastic Dominance Constraints
• Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
• The Efficiency Analysis of Choices Involving Risk
• On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
• Ordered Families of Distributions
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