Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods (Q3395018)

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scientific article; zbMATH DE number 5597417
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    Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods
    scientific article; zbMATH DE number 5597417

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      Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods (English)
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      20 August 2009
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      stochastic programming
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      linear programming
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      programming in abstract spaces
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