A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse.
Ralf GollmerUwe GotzesRüdiger SchultzPublished in: Math. Program. (2011)
Keyphrases
- stochastic dominance
- mixed integer linear
- random variables
- integer program
- decision making
- fuzzy random variables
- mathematical programming
- multistage
- higher order
- linear constraints
- constrained optimization
- high order
- function symbols
- desirable properties
- linear program
- linear programming
- decision makers
- rough sets
- special case
- lower bound
- search algorithm