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128
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SIAMJO
2008
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SIAMJO 2008
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New Formulations for Optimization under Stochastic Dominance Constraints
15 years 3 months ago
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www.optimization-online.org
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
James Luedtke
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