On distributionally robust optimization problems with k-th order stochastic dominance constraints induced by full random quadratic recourse
Release Time:2023-09-13 Hits:
Date of Publication: 2022-10-07
Journal: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
Volume: 493
Issue: 2
ISSN: 0022-247X
Key Words: "Stochastic dominance; Distributionally robust optimization; Quantitative stability analysis; Quadratic programming; Probability metric"