New Formulations for Optimization under Stochastic Dominance Constraints (Q3395025)
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English | New Formulations for Optimization under Stochastic Dominance Constraints |
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New Formulations for Optimization under Stochastic Dominance Constraints (English)
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20 August 2009
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stochastic programming
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stochastic dominance constraints
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risk
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probabilistic constraints
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integer programming
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