Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
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Cited in
(25)- Random variables, monotone relations, and convex analysis
- Two-stage optimization problems with multivariate stochastic order constraints
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- Connection between higher order measures of risk and stochastic dominance
- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
- Lipschitzian properties and stability of a class of first-order stochastic dominance constraints
- Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse
- A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
- Symbolic computation with monotone operators
- Optimization with multivariate stochastic dominance constraints
- A general test for SSD portfolio efficiency
- Stochastic orderings with respect to a capacity and an application to a financial optimization problem
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
- Buffered Probability of Exceedance: Mathematical Properties and Optimization
- An almost robust model for minimizing disruption exposures in supply systems
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management
- Medium range optimization of copper extraction planning under uncertainty in future copper prices
- Stochastic multi-objective optimization: a survey on non-scalarizing methods
- On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem
- The deepest event cuts in risk-averse optimization with application to radiation therapy design
- Augmented Lagrangian methods for solving optimization problems with stochastic-order constraints
- Level bundle methods for constrained convex optimization with various oracles
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