Browsing Stochastic Programming E-print Series (SPEPS) by Subject "Decomposition"
Now showing items 1-1 of 1
2003-06-18BuchOptimality and duality theory for stochastic optimization problems with nonlinear dominance constraints 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 ...