Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric.

Vlasta Kanková Vadim Omelcenko

Published in: Kybernetika (2018)

Keyphrases

stochastic dominance
stochastic optimization problems
random variables
graphical models
fuzzy random variables
probability distribution
bayesian networks
higher order
machine learning
optimization problems
genetic algorithm
metric space
physical constraints
control policies