An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
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Publication:968143
DOI10.1016/J.DAM.2009.07.008zbMATH Open1185.90160OpenAlexW2008651619MaRDI QIDQ968143FDOQ968143
Authors: Dimitri Drapkin, Rüdiger Schultz 
Publication date: 5 May 2010
Published in: Discrete Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.dam.2009.07.008
Cites Work
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- Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
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- Relaxations of linear programming problems with first order stochastic dominance constraints
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- Applying the minimum risk criterion in stochastic recourse programs
Cited In (13)
- Two-stage optimization problems with multivariate stochastic order constraints
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Sample average approximation of stochastic dominance constrained programs
- A first order approach to a class of multi-time-period stochastic programming problems
- First-order dominance: stronger characterization and a bivariate checking algorithm
- 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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