Optimization with a class of multivariate integral stochastic order constraints
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Publication:363558
DOI10.1007/S10479-013-1337-0zbMATH Open1301.90092OpenAlexW2049869945MaRDI QIDQ363558FDOQ363558
Authors: William B. Haskell, J. George Shanthikumar, Zuo-Jun (Max) Shen 
Publication date: 3 September 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-013-1337-0
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Cites Work
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Cited In (10)
- Primal-dual algorithms for optimization with stochastic dominance
- Two-stage optimization problems with multivariate stochastic order constraints
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Cut generation for optimization problems with multivariate risk constraints
- Ambiguity in risk preferences in robust stochastic optimization
- Optimization with multivariate stochastic dominance constraints
- An inexact primal-dual algorithm for semi-infinite programming
- Aspects of optimization with stochastic dominance
- Optimization with stochastic preferences based on a general class of scalarization functions
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