Optimization with a class of multivariate integral stochastic order constraints
Year of publication: |
2013
|
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Authors: | Haskell, William B. ; Shanthikumar, J. George ; Shen, J. Max |
Published in: |
Including special section: applications of operations research in educational measurement in memory of Ronald D. Armstrong ; (1945 - 2011). - New York, NY : Springer. - 2013, p. 147-162
|
Subject: | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Nutzenfunktion | Utility function | Risikopräferenz | Risk attitude |
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