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Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods.

Gábor RudolfAndrzej Ruszczynski
Published in: SIAM J. Optim. (2008)
Keyphrases
  • optimization problems
  • optimization methods
  • stochastic dominance
  • significant improvement
  • computational cost
  • genetic algorithm
  • multi objective