Two-stage optimization problems with multivariate stochastic order constraints
Year of publication: |
February 2016
|
---|---|
Authors: | Dentcheva, Darinka ; Wolfhagen, Eli |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 1, p. 1-22
|
Subject: | increasing convex order | stochastic dominance | bundle method | trust-region method | multiobjective optimization | inverse cover inequality | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Wahrscheinlichkeitsrechnung | Probability theory |
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