"Optimization with Multivariate Stochastic Dominance Constraints."

Darinka Dentcheva, Eli Wolfhagen (2015)

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DOI: 10.1137/140955148

access: closed

type: Journal Article

metadata version: 2020-06-08

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Darinka Dentcheva, Eli Wolfhagen:
Optimization with Multivariate Stochastic Dominance Constraints. SIAM J. Optim. 25(1): 564-588 (2015)

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