A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse

Ralf Gollmer, Uwe Gotzes, Rüdiger Schultz. A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse. Math. Program., 126(1):179-190, 2011. [doi]

Authors

Ralf Gollmer

This author has not been identified. Look up 'Ralf Gollmer' in Google

Uwe Gotzes

This author has not been identified. Look up 'Uwe Gotzes' in Google

Rüdiger Schultz

This author has not been identified. Look up 'Rüdiger Schultz' in Google