Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144): Difference between revisions
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Revision as of 01:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization |
scientific article |
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Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (English)
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10 September 2014
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multivariate stochastic dominance
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second order dominance
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Slater constraint qualification
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level function method
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penalty method
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portfolio optimization
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