Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints (Q3577834)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints |
scientific article |
Statements
Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints (English)
0 references
26 July 2010
0 references
stochastic dominance
0 references
cutting plane methods
0 references
Lorenz curve
0 references
portfolio optimization
0 references
conditional value-at-risk
0 references
0 references
