Stability and sensitivity of stochastic dominance constrained optimization models (Q2866202)
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scientific article; zbMATH DE number 6238055
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| English | Stability and sensitivity of stochastic dominance constrained optimization models |
scientific article; zbMATH DE number 6238055 |
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13 December 2013
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convex optimization model
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stochastic dominance constraint
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stability property
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0.9605892
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0.9264909
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0.9256457
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0.9238103
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0.91919076
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0.91557705
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Stability and sensitivity of stochastic dominance constrained optimization models (English)
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A class of finite dimensional convex optimization models with stochastic dominance constraints is analyzed together with the corresponding quantitative stability properties.
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