Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints (Q927155)
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scientific article; zbMATH DE number 5284676
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| English | Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints |
scientific article; zbMATH DE number 5284676 |
Statements
Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints (English)
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4 June 2008
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Stochastic programming
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Stochastic dominance
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Valid inequalities
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Disjunctive cuts
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Conditional value at risk
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0.8769766688346863
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0.8562943339347839
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0.8408423662185669
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0.834672212600708
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0.8300409913063049
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