2 search results - page 1 / 1 » Stochastic Programs with First-Order Dominance Constraints I... |
SIAMJO
2008
14 years 10 months ago
2008
We propose a new class of stochastic integer programs whose special features are dominance constraints induced by mixed-integer linear recourse. For these models, we establish clo...
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MP
2008
14 years 10 months ago
2008
Stochastic dominance relations are well-studied in statistics, decision theory and economics. Recently, there has been significant interest in introducing dominance relations into...