Primal-Dual Algorithms for Optimization with Stochastic Dominance

William B. Haskell, J. George Shanthikumar, Zuo-Jun Max Shen. Primal-Dual Algorithms for Optimization with Stochastic Dominance. SIAM Journal on Optimization, 27(1):34-66, 2017. [doi]

@article{HaskellSS17,
  title = {Primal-Dual Algorithms for Optimization with Stochastic Dominance},
  author = {William B. Haskell and J. George Shanthikumar and Zuo-Jun Max Shen},
  year = {2017},
  doi = {10.1137/141001251},
  url = {https://doi.org/10.1137/141001251},
  researchr = {https://researchr.org/publication/HaskellSS17},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {27},
  number = {1},
  pages = {34-66},
}