Optimization with multivariate stochastic dominance constraints
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Publication:959965
DOI10.1007/s10107-007-0165-xzbMath1221.90069OpenAlexW1978894191MaRDI QIDQ959965
Dentcheva, Darinka, Ruszczyński, Andrzej
Publication date: 16 December 2008
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-007-0165-x
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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