Two-stage optimization problems with multivariate stochastic order constraints
Darinka Dentcheva, Eli Wolfhagen (Stevens Institute of Technology, Hoboken, New Jersey)
| Year of publication: |
February 2016
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|---|---|
| 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
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| Subject: | increasing convex order | stochastic dominance | bundle method | trust-region method | multiobjective optimization | inverse cover inequality | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2015.0713 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011448280