On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
DOI10.1016/j.jmaa.2020.124564zbMath1491.90107OpenAlexW3082198652MaRDI QIDQ2208959
Sainan Zhang, Li-wei Zhang, Hong-Wei Zhang, Shao-Yan Guo
Publication date: 28 October 2020
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2020.124564
quadratic programmingstochastic dominanceprobability metricdistributionally robust optimizationquantitative stability analysis
Sensitivity, stability, parametric optimization (90C31) Robustness in mathematical programming (90C17)
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