TY - JOUR
T1 - Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
AU - Dentcheva, Darinka
AU - Ruszczyński, Andrzej
PY - 2004/3
Y1 - 2004/3
N2 - We consider a new class of optimization problems involving stochastic dominance constraints of second order. We develop a new splitting approach to these models, optimality conditions and duality theory. These results are used to construct special decomposition methods.
AB - We consider a new class of optimization problems involving stochastic dominance constraints of second order. We develop a new splitting approach to these models, optimality conditions and duality theory. These results are used to construct special decomposition methods.
KW - Decomposition
KW - Semi-infinite optimized
KW - Stochastic ordering
KW - Stochastic programming
UR - http://www.scopus.com/inward/record.url?scp=10044270511&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=10044270511&partnerID=8YFLogxK
U2 - 10.1007/s10107-003-0453-z
DO - 10.1007/s10107-003-0453-z
M3 - Article
AN - SCOPUS:10044270511
SN - 0025-5610
VL - 99
SP - 329
EP - 350
JO - Mathematical Programming
JF - Mathematical Programming
IS - 2
ER -