"Optimization Problems with Second Order Stochastic Dominance Constraints: ..."

Gábor Rudolf, Andrzej Ruszczynski (2008)

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DOI: 10.1137/070702473

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type: Journal Article

metadata version: 2020-06-08

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Gábor Rudolf, Andrzej Ruszczynski:
Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods. SIAM J. Optim. 19(3): 1326-1343 (2008)

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