Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints.
Darinka DentchevaRené HenrionAndrzej RuszczynskiPublished in: SIAM J. Optim. (2007)
Keyphrases
- stochastic dominance
- optimization problems
- random variables
- fuzzy random variables
- evolutionary algorithm
- constrained problems
- optimization criteria
- metaheuristic
- stochastic programming problems
- sensitivity analysis
- objective function
- constraint satisfaction
- cost function
- decision problems
- higher order
- geometric constraints
- state space
- probabilistic model
- neural network