Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods
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Publication:3395018
DOI10.1137/070702473zbMath1198.90308OpenAlexW2002789039MaRDI QIDQ3395018
Ruszczyński, Andrzej, Gábor Rudolf
Publication date: 20 August 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/070702473
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