Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
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Cited in
(28)- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
- Sample average approximation of stochastic dominance constrained programs
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Stability analysis of one stage stochastic mathematical programs with complementarity constraints
- Portfolio reshaping under 1st-order stochastic dominance constraints by the exact penalty function methods
- Scenario MIN-MAX optimization and the risk of empirical costs
- Stability analysis of stochastic programs with second order dominance constraints
- Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
- Variational theory for optimization under stochastic ambiguity
- Local smooth representations of parametric semiclosed polyhedra with applications to sensitivity in piecewise linear programs
- Stability and sensitivity of stochastic dominance constrained optimization models
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
- Stochastic optimisation: sensitivity and delta theorem
- Optimization with a class of multivariate integral stochastic order constraints
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets
- Criteri di sensitività in problemi di dominanza stocastica
- Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
- Robustness of optimal portfolios under risk and stochastic dominance constraints
- Stochastic dominance constraints in elastic shape optimization
- Measuring of second-order stochastic dominance portfolio efficiency
- 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
- An approximation scheme for stochastic programs with second order dominance constraints
- Approximations of Rockafellians, Lagrangians, and dual functions
- An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
- Lipschitzian properties and stability of a class of first-order stochastic dominance constraints
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