Optimization with Multivariate Stochastic Dominance Constraints.
Darinka DentchevaEli WolfhagenPublished in: SIAM J. Optim. (2015)
Keyphrases
- stochastic dominance
- constrained optimization
- fuzzy random variables
- optimization problems
- random variables
- global optimization
- neural network
- optimization criteria
- constraint satisfaction
- genetic algorithm
- constraint programming
- regression model
- optimization method
- mixed integer
- stochastic optimization
- decision variables
- nonlinear programming
- equality constraints
- probability distribution
- high dimensional
- np hard optimization problems