Processing second-order stochastic dominance models using cutting-plane representations

Mathematical Programming

Volumn 130, Issue 1, 2011, Pages 33-57

  Fábián, Csaba I ^a,b   Mitra, Gautam ^c   Roman, Diana ^c  

^a JOHN VON NEUMANN UNIVERSITY   (Hungary)

^b EÖTVÖS LORÁND UNIVERSITY   (Hungary)

^c BRUNEL UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CHANCE CONSTRAINT; COMPUTATIONAL STUDIES; CUTTING PLANES; DECISION CRITERIONS; MATH PROGRAMS; MULTI-OBJECTIVE FORMULATION; PORTFOLIO SELECTION; SCALE-UP; SECOND ORDERS; SOLUTION ALGORITHMS; SOLUTION METHODS; STOCHASTIC DOMINANCE;

ALGORITHMS; CUTTING; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 81255214521     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-009-0326-1     Document Type: Article

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