Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600)
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English | Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse |
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Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (English)
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16 August 2012
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increasing convex order
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stochastic dominance
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decomposition methods
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Lorenz curve
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survival function
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stochastic programming
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