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2003-06-18Buch DOI: 10.18452/8289
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
dc.contributor.authorDentcheva, Darinka
dc.contributor.authorRuszczynski, Andrzej
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T19:51:52Z
dc.date.available2017-06-16T19:51:52Z
dc.date.created2006-03-01
dc.date.issued2003-06-18
dc.date.submitted2003-06-15
dc.identifier.urihttp://edoc.hu-berlin.de/18452/8941
dc.description.abstractWe 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectStochastic Programmingeng
dc.subjectDualityeng
dc.subjectStochastic Dominanceeng
dc.subjectOptimalityeng
dc.subjectDecompositioneng
dc.subject.ddc510 Mathematik
dc.titleOptimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-110-18452/8941-8
dc.identifier.doihttp://dx.doi.org/10.18452/8289
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year2004
dc.identifier.zdb2936317-2
dcterms.bibliographicCitation.originalpublishernameSpringer
dcterms.bibliographicCitation.originalpublisherplaceBerlin [u.a.]
bua.series.nameStochastic Programming E-Print Series
bua.series.issuenumber2003,7

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