On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (Q2208959): Difference between revisions

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Revision as of 19:11, 19 March 2024

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On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
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    On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (English)
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    28 October 2020
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    stochastic dominance
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    distributionally robust optimization
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    quantitative stability analysis
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    quadratic programming
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    probability metric
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