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A smoothing penalized Sample Average Approximation Method for Stochastic Programs with Second-Order Stochastic Dominance Constraints.

Hailin SunHuifu XuYong Wang
Published in: Asia Pac. J. Oper. Res. (2013)
Keyphrases
  • dynamic programming
  • probabilistic model
  • genetic algorithm
  • high level
  • pairwise
  • cost function
  • constrained optimization
  • stochastic dominance