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A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints.

Tito Homem-de-MelloSanjay Mehrotra
Published in: SIAM J. Optim. (2009)
Keyphrases
  • linear program
  • objective function
  • dynamic programming
  • optimization algorithm
  • stochastic dominance
  • learning algorithm
  • evolutionary algorithm
  • mathematical model
  • simplex method
  • linear inequalities
  • extreme points