Optimization with a class of multivariate integral stochastic order constraints
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Cites work
- scientific article; zbMATH DE number 46153 (Why is no real title available?)
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- scientific article; zbMATH DE number 1022519 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 3219970 (Why is no real title available?)
- A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints
- A new exchange method for convex semi-infinite programming
- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
- A randomized cutting plane method with probabilistic geometric convergence
- An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
- Comparison methods for stochastic models and risks
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- Duality between coherent risk measures and stochastic dominance constraints in risk-averse optimization
- Inverse stochastic dominance constraints and rank dependent expected utility theory
- Optimal path problems with second-order stochastic dominance constraints
- Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
- Optimization with Stochastic Dominance Constraints
- Optimization with multivariate stochastic dominance constraints
- Portfolio construction based on stochastic dominance and target return distributions
- Processing second-order stochastic dominance models using cutting-plane representations
- Relaxations of linear programming problems with first order stochastic dominance constraints
- Robust stochastic dominance and its application to risk-averse optimization
- Sample average approximation of stochastic dominance constrained programs
- Semi-Infinite Programming: Theory, Methods, and Applications
- Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- Uncertain convex programs: randomized solutions and confidence levels
Cited in
(10)- Primal-dual algorithms for optimization with stochastic dominance
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Two-stage optimization problems with multivariate stochastic order constraints
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
- An inexact primal-dual algorithm for semi-infinite programming
- Optimization with multivariate stochastic dominance constraints
- Aspects of optimization with stochastic dominance
- Cut generation for optimization problems with multivariate risk constraints
- Ambiguity in risk preferences in robust stochastic optimization
- Optimization with stochastic preferences based on a general class of scalarization functions
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