Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse

DOI10.1016/j.ejor.2011.11.044zbMath1244.90174OpenAlexW2020976101MaRDI QIDQ439600

Gabriela Martinez, Dentcheva, Darinka

Publication date: 16 August 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.11.044

zbMATH Keywords

stochastic programmingdecomposition methodssurvival functionstochastic dominanceincreasing convex orderLorenz curve

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Uses Software

• DDSIP

Cites Work

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