Pages that link to "Item:Q2954390"
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The following pages link to Optimization with Multivariate Stochastic Dominance Constraints (Q2954390):
Displaying 8 items.
- An inexact primal-dual algorithm for semi-infinite programming (Q784788) (← links)
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
- Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) (← links)
- Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints (Q2800361) (← links)
- Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
- Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
