Individual optimal pension allocation under stochastic dominance constraints.

Milos Kopa Vittorio Moriggia Sebastiano Vitali

Published in: Ann. Oper. Res. (2018)

Keyphrases

stochastic dominance
optimal allocation
fuzzy random variables
random variables
resource allocation
closed form
reducing the search space
optimality criteria
optimal solution
dynamic programming
constraint programming
probability distribution
linear programming
decision variables
budget constraints