Open AccessAn approximation scheme for stochastic programs with second order dominance constraints
Author(s) -
Yongchao Liu,
Hailin Sun,
Huifu Xu
Publication year - 2016
Publication title -
numerical algebra, control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.303
H-Index - 20
eISSN - 2155-3289
pISSN - 2155-3297
DOI - 10.3934/naco.2016021
Subject(s) - stochastic dominance , mathematics , random variable , stochastic approximation , set (abstract data type) , mathematical optimization , measure (data warehouse) , stochastic optimization , expected value , approximation algorithm , computer science , statistics , computer security , database , key (lock) , programming language