Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468): Difference between revisions

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Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints
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    Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (English)
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    26 January 2017
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    stochastic order
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    risk
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    multivariate dominance relation
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    increasing convex order
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    duality
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    optimization
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