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Stability analysis of stochastic programs with second order dominance constraints · Study

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ArticleStability analysis of stochastic programs with second order dominance constraints

Yongchao Liu2012

Article2012

Stability analysis of stochastic programs with second order dominance constraints

Yongchao Liu · Huifu Xu

37 citations·0/0 files stored·Mathematical Programming

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Risk and Portfolio Optimization Optimization and Variational Analysis Advanced Optimization Algorithms Research

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References

2010Stochastic Programming 1992Stochastic Dominance and Expected Utility: Survey and Analysis 2003Stochastic Programming Models 2003Optimization with Stochastic Dominance Constraints 1996Analysis of Sample-Path Optimization 2005Portfolio optimization with stochastic dominance constraints 2003Stability of Stochastic Programming Problems 2002Quantitative Stability in Stochastic Programming: The Method of Probability Metrics

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Year2012

Typearticle

Published2012-08-22

VenueMathematical Programming

ISSN-L0025-5610

Languageen

Citations37

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/s10107-012-0585-0

openalex_workW2069819919

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