Optimization with Multivariate Stochastic Dominance Constraints (Q2954390): Difference between revisions

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Latest revision as of 06:43, 13 July 2024

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Optimization with Multivariate Stochastic Dominance Constraints
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    Optimization with Multivariate Stochastic Dominance Constraints (English)
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    13 January 2017
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    stochastic order
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    risk
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    multivariate dominance relation
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    duality
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    bundle methods
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    DC optimization
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