Robust stochastic dominance and its application to risk-averse optimization (Q849327)
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English | Robust stochastic dominance and its application to risk-averse optimization |
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Robust stochastic dominance and its application to risk-averse optimization (English)
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25 February 2010
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robust preferences
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stochastic order
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stochastic dominance constraints
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risk constraints
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semi-infinite optimization
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