Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints (Q4594832)
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scientific article; zbMATH DE number 6812860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints |
scientific article; zbMATH DE number 6812860 |
Statements
Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints (English)
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24 November 2017
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second-order dominance
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probability discretization
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Kantorovich metric
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stability analysis
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