On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse

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Publication:2208959

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




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