Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
成果类型：
Article
署名作者：
Dentcheva, D; Ruszczynski, A
署名单位：
Stevens Institute of Technology; Rutgers University System; Rutgers University New Brunswick
刊物名称：
MATHEMATICAL PROGRAMMING
ISSN/ISSBN：
0025-5610
DOI：
10.1007/s10107-003-0453-z
发表日期：
2004
页码：
329-350
关键词：
摘要：
We consider a new class of optimization problems involving stochastic dominance constraints of second order. We develop a new splitting approach to these models, optimality conditions and duality theory. These results are used to construct special decomposition methods.
来源URL：