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2004-03-01Buch DOI: 10.18452/8314
Convexification of stochastic ordering
dc.contributor.authorDentcheva, Darinka
dc.contributor.authorRuszczynski, Andrzej
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T19:57:50Z
dc.date.available2017-06-16T19:57:50Z
dc.date.created2006-03-01
dc.date.issued2004-03-01
dc.date.submitted2004-02-18
dc.identifier.urihttp://edoc.hu-berlin.de/18452/8966
dc.description.abstractWe consider sets defined by the usual stochastic ordering relation and by the second order stochastic dominance relation. Under fairy general assumptions we prove that in the space of integrable random variables the closed convex hull of the first set is equal to the second set.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 orderingeng
dc.subjectSemi-infinite optimizationeng
dc.subjectChance constraintseng
dc.subjectRiskeng
dc.subjectConvexificationeng
dc.subjectGeneralized concavityeng
dc.subject.ddc510 Mathematik
dc.titleConvexification of stochastic ordering
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-110-18452/8966-9
dc.identifier.doihttp://dx.doi.org/10.18452/8314
local.edoc.container-titleStochastic Programming E-Print Series
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-publisher-nameGordon & Breach
local.edoc.container-publisher-placeNew York, NY [u.a.]
local.edoc.container-volume2004
local.edoc.container-issue7
local.edoc.container-erstkatid2936317-2

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