An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
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Cites work
- scientific article; zbMATH DE number 995813 (Why is no real title available?)
- scientific article; zbMATH DE number 4079161 (Why is no real title available?)
- scientific article; zbMATH DE number 663895 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
- Applying the minimum risk criterion in stochastic recourse programs
- Comparison methods for stochastic models and risks
- Introduction to Stochastic Programming
- Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
- Optimization with Stochastic Dominance Constraints
- Partitioning procedures for solving mixed-variables programming problems
- Relaxations of linear programming problems with first order stochastic dominance constraints
- Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
- Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
Cited in
(13)- Two-stage optimization problems with multivariate stochastic order constraints
- Sample average approximation of stochastic dominance constrained programs
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- First-order dominance: stronger characterization and a bivariate checking algorithm
- A first order approach to a class of multi-time-period stochastic programming problems
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
- Optimization with a class of multivariate integral stochastic order constraints
- Stochastic dominance constraints in elastic shape optimization
- Risk management with stochastic dominance models in energy systems with dispersed generation
- Optimization with reference-based robust preference constraints
- Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints
- Lipschitzian properties and stability of a class of first-order stochastic dominance constraints
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