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"Robust stochastic dominance and its application to risk-averse optimization."

Darinka Dentcheva, Andrzej Ruszczynski (2010)

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DOI: 10.1007/S10107-009-0321-6

access: closed

type: Journal Article

metadata version: 2020-05-30

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Darinka Dentcheva, Andrzej Ruszczynski:
Robust stochastic dominance and its application to risk-averse optimization. Math. Program. 123(1): 85-100 (2010)

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