Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints (Q5300540)

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scientific article; zbMATH DE number 6181959
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    Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints
    scientific article; zbMATH DE number 6181959

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      Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints (English)
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      27 June 2013
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      Slater constraint qualification
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      exact penalization
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      modified cutting-plane method
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      level function method
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