Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints.
| Autor: | Noyan, Nilay1 nnoyan@sabanciuniv.edu, Ruszczyński, Andrzej2 rusz@business.rutgers.edu |
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| Zdroj: | Mathematical Programming. Aug2008, Vol. 114 Issue 2, p249-275. 27p. 7 Charts, 5 Graphs. |
| Databáze: | Academic Search Ultimate |
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