Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
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Publication:439600
DOI10.1016/j.ejor.2011.11.044zbMath1244.90174MaRDI QIDQ439600
Gabriela Martinez, Dentcheva, Darinka
Publication date: 16 August 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.11.044
stochastic programming; decomposition methods; survival function; stochastic dominance; increasing convex order; Lorenz curve
90C15: Stochastic programming
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