Aspects of optimization with stochastic dominance
From MaRDI portal
Recommendations
- Optimization with Stochastic Dominance Constraints
- scientific article; zbMATH DE number 1970854
- Optimization with a class of multivariate integral stochastic order constraints
- scientific article; zbMATH DE number 1968248
- Inverse stochastic dominance constraints and rank dependent expected utility theory
Cites work
- scientific article; zbMATH DE number 5819433 (Why is no real title available?)
- scientific article; zbMATH DE number 4174626 (Why is no real title available?)
- scientific article; zbMATH DE number 46153 (Why is no real title available?)
- scientific article; zbMATH DE number 3608725 (Why is no real title available?)
- scientific article; zbMATH DE number 1266748 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints
- A stochastic approach to stability in stochastic programming
- Analysis of Preference Dependencies among Objectives
- Approximation of convex sets by polytopes
- Comparison methods for stochastic models and risks
- Cumulative prospect theory for parametric and multiattribute utilities.
- Decision Making with Multiattribute Performance Targets: The Impact of Changes in Performance and Target Distributions
- Decomposing the cross derivatives of a multiattribute utility function into risk attitude and value
- Group decisions with multiple criteria
- Lectures on stochastic programming. Modeling and theory.
- Metrization of stochastic dominance rules
- Multi-attribute non-expected utility
- Multiattribute Preference Analysis with Performance Targets
- Multiattribute utility copulas
- Multiattribute utility functions satisfying mutual preferential independence
- Multiplicative Utility Functions
- New Formulations for Optimization under Stochastic Dominance Constraints
- Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
- Optimization with Stochastic Dominance Constraints
- Optimization with a class of multivariate integral stochastic order constraints
- Optimization with multivariate stochastic dominance constraints
- Sample average approximation of expected value constrained stochastic programs
- Sample average approximation of stochastic dominance constrained programs
- Satisficing Measures for Analysis of Risky Positions
- Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints
- Stochastic dominance-constrained Markov decision processes
- Stochastic orders
- The Extremal Convex Functions.
- Tractable almost stochastic dominance
- Variational Analysis
Cited in
(8)- Primal-dual algorithms for optimization with stochastic dominance
- New Formulations for Optimization under Stochastic Dominance Constraints
- Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints
- Optimization with a class of multivariate integral stochastic order constraints
- Augmented Lagrangian methods for solving optimization problems with stochastic-order constraints
- Ambiguity in risk preferences in robust stochastic optimization
- Optimization with Stochastic Dominance Constraints
- Operational asymptotic stochastic dominance
This page was built for publication: Aspects of optimization with stochastic dominance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2399318)
