On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (Q2208959)
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scientific article; zbMATH DE number 7267879
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| English | On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse |
scientific article; zbMATH DE number 7267879 |
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On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (English)
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28 October 2020
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stochastic dominance
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distributionally robust optimization
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quantitative stability analysis
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quadratic programming
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probability metric
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0.9253574013710022
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0.8128207325935364
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0.8080812096595764
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0.806062638759613
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