Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints.
Matthias ClausRüdiger SchultzPublished in: SIAM J. Optim. (2015)
Keyphrases
- stochastic dominance
- random variables
- fuzzy random variables
- constraint sets
- semantic properties
- potential functions
- graphical models
- constrained optimization
- stochastic programming problems
- desirable properties
- higher order
- decision making
- linear constraints
- model checking
- first order logic
- karush kuhn tucker
- state space