Composite semi-infinite optimization
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Publication:5325786
zbMATH Open1166.49025MaRDI QIDQ5325786FDOQ5325786
Authors: Darinka Dentcheva, Andrzej Ruszczyński 
Publication date: 24 July 2009
Full work available at URL: https://eudml.org/doc/209508
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Cited In (7)
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- Stability analysis of stochastic programs with second order dominance constraints
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
- Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints
- Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization
- Robust stochastic dominance and its application to risk-averse optimization
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions
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