"Stochastic Dynamic Optimization with Discounted Stochastic Dominance ..."

Darinka Dentcheva, Andrzej Ruszczynski (2008)

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DOI: 10.1137/070679569

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type: Journal Article

metadata version: 2020-07-09

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Darinka Dentcheva, Andrzej Ruszczynski:
Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints. SIAM J. Control. Optim. 47(5): 2540-2556 (2008)

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