Optimization Under First Order Stochastic Dominance Constraints
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More about this item
KeywordsStochastic dominance; stochastic ordering; stochastic programming; utility functions; semi-infinite optimization; optimality conditions; convexification.;
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- D9 - Microeconomics - - Micro-Based Behavioral Economics
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