"Distributionally Robust Second-Order Stochastic Dominance Constrained ..."

Yu Mei, Jia Liu, Zhiping Chen (2022)

> Home

Details and statistics

DOI: 10.1137/21M1394412

access: closed

type: Journal Article

metadata version: 2023-09-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamjo/MeiLC22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamjo/MeiLC22
Yu Mei, Jia Liu, Zhiping Chen:
Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball. SIAM J. Optim. 32(2): 715-738 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.