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Two-stage optimization problems with multivariate stochastic order constraints
Dentcheva, Darinka; Wolfhagen, Eli - In: Mathematics of operations research 41 (2016) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011448280
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Partial stochastic dominance via optimal transport
Kamihigashi, Takashi; Stachurski, John - In: Operations research letters 48 (2020) 5, pp. 584-586
Persistent link: https://www.econbiz.de/10012303414
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On exact and approximate stochastic dominance strategies for portfolio selection
Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; … - In: European journal of operational research : EJOR 259 (2017) 1, pp. 322-329
Persistent link: https://www.econbiz.de/10011644989
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Adaptive serach with stochastic acceptance probabilities for global optimization
Ghate, Archis; Smith, Robert L. - In: Operations research letters 36 (2008) 3, pp. 285-290
Persistent link: https://www.econbiz.de/10003773763
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Decomposition in multistage stochastic programs with individual probability constraints
Kaňková, Vlasta - In: Operations research proceedings 2005 : selected papers …, (pp. 793-798). 2006
Persistent link: https://www.econbiz.de/10003356127
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A probabilistic lower bound for two-stage stochastic programs
Dantzig, George Bernard; Infanger, Gerd - In: Stochastic programming : the state of the art ; in …, (pp. 13-35). 2011
Persistent link: https://www.econbiz.de/10008798674
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Uniform quasi-concavity in probabilistic constrained stochastic programming
Prékopa, András; Yoda, Kunikazu; Subasi, Munevver Mine - In: Operations research letters 39 (2011) 3, pp. 188-192
Persistent link: https://www.econbiz.de/10009160238
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Single commodity stochastic network design under probabilistic constraint with discrete random variables
Prékopa, András; Unuvar, Merve - In: Operations research 63 (2015) 6, pp. 1512-1527
Persistent link: https://www.econbiz.de/10011422614
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Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
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Penalty-based algorithms for the stochastic obstacle scene problem
Aksakalli, Vural; Ari, Ibrahim - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 370-384
Persistent link: https://www.econbiz.de/10010362436