On distributionally robust optimization problems with k-th order stochastic dominance constraints induced by full random quadratic recourse
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发表时间:2022-10-07
发表刊物:JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
卷号:493
期号:2
ISSN号:0022-247X
关键字:"Stochastic dominance; Distributionally robust optimization; Quantitative stability analysis; Quadratic programming; Probability metric"
