Optimization with multivariate stochastic dominance constraints

Darinka Dentcheva, Eli Wolfhagen

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

4 Scopus citations

Abstract

We consider risk-averse stochastic optimization problems with a risk-shaping constraint in the form of multivariate stochastic order constraint. The constraint requires that a random vector depending on our decisions stochastically dominates a given benchmark random vector. We discuss a suitable multivariate stochastic orders and focus on the linear stochastic dominance of second order.We propose a numerical method for solving the problem and formulate sufficient conditions for its convergence. Numerical experience confirms the efficiency of the method.

Original languageEnglish
Title of host publicationSafety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures - Proceedings of the 11th International Conference on Structural Safety and Reliability, ICOSSAR 2013
Pages2603-2610
Number of pages8
StatePublished - 2013
Event11th International Conference on Structural Safety and Reliability, ICOSSAR 2013 - New York, NY, United States
Duration: 16 Jun 201320 Jun 2013

Publication series

NameSafety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures - Proceedings of the 11th International Conference on Structural Safety and Reliability, ICOSSAR 2013

Conference

Conference11th International Conference on Structural Safety and Reliability, ICOSSAR 2013
Country/TerritoryUnited States
CityNew York, NY
Period16/06/1320/06/13

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