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    SIAMJO
    2008
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    New Formulations for Optimization under Stochastic Dominance Constraints
    13 years 11 months ago
    New Formulations for Optimization under Stochastic Dominance Constraints
    Download  www.optimization-online.org
    Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
    James Luedtke
    claim paper
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