Optimization with Multivariate Stochastic Dominance Constraints
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Publication:2954390
DOI10.1137/140955148zbMath1358.90137OpenAlexW1963953258MaRDI QIDQ2954390
Dentcheva, Darinka, Eli Wolfhagen
Publication date: 13 January 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/140955148
Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Stochastic models in economics (91B70)
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