Andrzej Ruszczynski, Rutgers University
(SPEPS)
Springer (Berlin [u.a.])
To export the complete metadata set as Endote or Bibtex format please click to the appropriate link.
| edoc-Server der Humboldt-Universität zu Berlin |
| Author(s): |
Darinka Dentcheva, Stevens Institute of Technology Andrzej Ruszczynski, Rutgers University | Title: | Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints |
| Date of Acceptance: | 18.06.2003 |
| Submission Date: | 15.06.2003 |
| Series Title: |
Stochastic Programming E-Print Series (SPEPS) |
| Editors: | Julie L. Higle; Werner Römisch; Surrajeet Sen |
| Keywords (eng): | Stochastic Programming, Duality, Stochastic Dominance, Optimality, Decomposition |
| Appeared in: |
Mathematical programming 2 (Vol. 99, 2004)
Springer (Berlin [u.a.]) |
| Metadata export:
To export the complete metadata set as Endote or Bibtex format please click to the appropriate link.
|
Endnote Bibtex |
| Abstract (eng): | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| We consider a new class of optimization problems involving stochastic dominance constraints of second order. We develop a new splitting approach to these models, optimality conditions and duality theory. These results are used to construct special decomposition methods. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Access Statistics:
These data concerning access statistics for individual documents
have been compiled using the webserver log files aggregated by AWSTATS.
They refer to a monthly access count to the full text documents as well as to the entry page.
As for format versions of a document which consist of multiple files (such as HTML) the highest monthly access number to one of the files (chapters) is shown respectivly. To see the detailled access numbers please move the mouse pointer over the single bars of the digaram. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Gesamtzahl der Zugriffe seit May 2011:
|
|
| |||
