Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models

DOI10.1137/120886790zbMath1291.90252OpenAlexW1968787489MaRDI QIDQ2866202

Werner Römisch, Dentcheva, Darinka

Publication date: 13 December 2013

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9d0e55bcf2cba7fd49c7b36df8f66c90618cbccb

zbMATH Keywords

stability propertyconvex optimization modelstochastic dominance constraint

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Stochastic models in economics (91B70)

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