An approximation scheme for stochastic programs with second order dominance constraints
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- scientific article; zbMATH DE number 1857850 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
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Cited in
(9)- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization
- Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints
- Sample average approximation of stochastic dominance constrained programs
- Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
- Stability analysis of stochastic programs with second order dominance constraints
- ALM models based on second order stochastic dominance
- Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints
- A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties
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