Semi-infinite probabilistic optimization: first-order stochastic dominance constrain (Q4669791): Difference between revisions

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Latest revision as of 19:45, 7 June 2024

scientific article; zbMATH DE number 2157206
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English
Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
scientific article; zbMATH DE number 2157206

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    Semi-infinite probabilistic optimization: first-order stochastic dominance constrain (English)
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    15 April 2005
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    Stochastic programming
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    Stochastic ordering
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    Semi-infinite optimization
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    Chance constraints
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    Duality
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    Risk
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    Convexification
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    Generalized concavity
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