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"Optimization with Stochastic Dominance Constraints."

Darinka Dentcheva, Andrzej Ruszczynski (2003)

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DOI: 10.1137/S1052623402420528

access: closed

type: Journal Article

metadata version: 2020-06-08

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  - journals/siamjo/DentchevaR03
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  - https://dblp.org/rec/journals/siamjo/DentchevaR03
Darinka Dentcheva, Andrzej Ruszczynski:
Optimization with Stochastic Dominance Constraints. SIAM J. Optim. 14(2): 548-566 (2003)

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