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"Sample average approximation of stochastic dominance constrained programs."

Jian Hu, Tito Homem-de-Mello, Sanjay Mehrotra (2012)

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DOI: 10.1007/S10107-010-0428-9

access: closed

type: Journal Article

metadata version: 2023-03-21

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Jian Hu, Tito Homem-de-Mello, Sanjay Mehrotra:
Sample average approximation of stochastic dominance constrained programs. Math. Program. 133(1-2): 171-201 (2012)

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