✦ LIBER ✦

Optimization with Stochastic Dominance Constraints

✍ Scribed by Dentcheva, Darinka; Ruszczynski, Andrzej

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Portfolio optimization with stochastic d

✍ Darinka Dentcheva; Andrzej Ruszczyński 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 232 KB

Optimization with multivariate stochasti

✍ Darinka Dentcheva; Andrzej Ruszczyński 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 218 KB

Stochastic Dynamic Optimization with Dis

✍ Dentcheva, Darinka; Ruszczyński, Andrzej 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 199 KB

Optimal Path Problems with Second-Order

✍ Yu (Marco) Nie, Xing Wu, Tito Homem-de-Mello 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 907 KB

Optimality and duality theory for stocha

✍ Darinka Dentcheva; Andrzej Ruszczyński 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 217 KB

Stability and Sensitivity of Optimizatio

✍ Dentcheva, Darinka; Henrion, René; Ruszczyński, Andrzej 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 188 KB