Multivariate robust second-order stochastic dominance and resulting risk-averse optimization

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Publication:5239081

DOI10.1080/02331934.2019.1589467zbMath1427.49027OpenAlexW2922418166WikidataQ128180649 ScholiaQ128180649MaRDI QIDQ5239081

Jia Liu, Yu Mei, Zhiping Chen

Publication date: 21 October 2019

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2019.1589467




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