Relaxations of linear programming problems with first order stochastic dominance constraints
暂无分享,去创建一个
[1] H. Levy,et al. The Efficiency Analysis of Choices Involving Risk1 , 1975 .
[2] Egon Balas,et al. programming: Properties of the convex hull of feasible points * , 1998 .
[3] Alain Pietrus,et al. An iterative method for perturbed generalized equations , 2004 .
[4] A. Müller,et al. Comparison Methods for Stochastic Models and Risks , 2002 .
[5] Egon Balas,et al. A lift-and-project cutting plane algorithm for mixed 0–1 programs , 1993, Math. Program..
[6] M. Rothschild,et al. Increasing risk: I. A definition , 1970 .
[7] A. Ruszczynski,et al. Semi-infinite probabilistic optimization: first-order stochastic dominance constrain , 2004 .
[8] A. Ruszczynski,et al. Convexification of Stochastic Ordering , 2004 .
[9] J. Quirk,et al. Admissibility and Measurable Utility Functions , 1962 .
[10] E. Lehmann. Ordered Families of Distributions , 1955 .
[11] H. B. Mann,et al. On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other , 1947 .
[12] Peter C. Fishburn,et al. Utility theory for decision making , 1970 .
[13] Josef Hadar,et al. Rules for Ordering Uncertain Prospects , 1969 .
[14] Darinka Dentcheva,et al. Optimization with Stochastic Dominance Constraints , 2003, SIAM J. Optim..