Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints
type: Item
instance of: scholarly article
title: Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints
zbMATH Open document ID: 1145.90046
author: Nilay Noyan
author: Andrzej Ruszczyński
published in: Mathematical Programming. Series A. Series B
publication date: 2008-06-04T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C11
zbMATH DE Number: 5284676
zbMATH Keywords: Stochastic programming
zbMATH Keywords: Stochastic dominance
zbMATH Keywords: Valid inequalities
zbMATH Keywords: Disjunctive cuts
zbMATH Keywords: Conditional value at risk
describes a project that uses: CPLEX
describes a project that uses: AMPL
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 5284676