Optimization with Multivariate Stochastic Dominance Constraints (Q2954390)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization with Multivariate Stochastic Dominance Constraints |
scientific article |
Statements
Optimization with Multivariate Stochastic Dominance Constraints (English)
0 references
13 January 2017
0 references
stochastic order
0 references
risk
0 references
multivariate dominance relation
0 references
duality
0 references
bundle methods
0 references
DC optimization
0 references
0 references
0 references
0 references
0 references
0 references
