"Inverse stochastic dominance constraints and rank dependent expected ..."

Darinka Dentcheva, Andrzej Ruszczynski (2006)

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DOI: 10.1007/S10107-006-0712-X

access: closed

type: Journal Article

metadata version: 2017-05-27

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Darinka Dentcheva, Andrzej Ruszczynski:
Inverse stochastic dominance constraints and rank dependent expected utility theory. Math. Program. 108(2-3): 297-311 (2006)

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