Exact penalization, level function method, and modified cutting-plane method for stochastic programs with second order stochastic dominance constraints
DOI10.1137/110850815zbMATH Open1267.90009OpenAlexW2161541280MaRDI QIDQ5300540FDOQ5300540
Huifu Xu, Yong Wang, Hailin Sun, Rudabeh Meskarian
Publication date: 27 June 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/2414/1/SSD-SIOPT-Final.pdf
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