A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
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Publication:623459
DOI10.1007/S10107-009-0270-0zbMATH Open1229.90109OpenAlexW2043074138MaRDI QIDQ623459FDOQ623459
Authors: Ralf Gollmer, Uwe Gotzes, Rüdiger Schultz 
Publication date: 14 February 2011
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-009-0270-0
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- The design of robust value-creating supply chain networks
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- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints
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