Optimization with Stochastic Dominance Constraints.

Darinka Dentcheva Andrzej Ruszczynski

Published in: SIAM J. Optim. (2003)

Keyphrases

stochastic dominance
constrained optimization
optimization problems
global optimization
random variables
fuzzy random variables
optimization algorithm
decision variables
optimization criteria
optimization method
global constraints
graphical models
constraint satisfaction
optimization process