Sample average approximation of stochastic dominance constrained programs.

Jian Hu Tito Homem-de-Mello Sanjay Mehrotra

Published in: Math. Program. (2012)

Keyphrases

stochastic dominance
sample average approximation
random variables
fuzzy random variables
optimality conditions
stochastic model
graphical models
cost function
simulated annealing
combinatorial optimization
lower level