Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7119970
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate robust second-order stochastic dominance and resulting risk-averse optimization |
scientific article; zbMATH DE number 7119970 |
Statements
Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (English)
0 references
21 October 2019
0 references
multivariate stochastic dominance
0 references
robust preference
0 references
second-order stochastic dominance constraint
0 references
probability discretization
0 references
stability analysis
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.855894148349762
0 references
0.8506643772125244
0 references
0.8416897058486938
0 references
0.8243078589439392
0 references
