A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints (Q3586134)
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scientific article; zbMATH DE number 5779376
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| English | A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints |
scientific article; zbMATH DE number 5779376 |
Statements
A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints (English)
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6 September 2010
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linear programming
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stochastic ordering
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stochastic dominance
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utility functions
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convex programming
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cutting plane algorithms
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0.8507689237594604
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0.8374406099319458
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0.8188685774803162
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0.804024338722229
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