Robust stochastic dominance and its application to risk-averse optimization (Q849327): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10107-009-0321-6 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2085976800 / rank | |||
Normal rank |
Revision as of 00:55, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust stochastic dominance and its application to risk-averse optimization |
scientific article |
Statements
Robust stochastic dominance and its application to risk-averse optimization (English)
0 references
25 February 2010
0 references
robust preferences
0 references
stochastic order
0 references
stochastic dominance constraints
0 references
risk constraints
0 references
semi-infinite optimization
0 references