A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints

Tito Homem-de-Mello, Sanjay Mehrotra. A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints. SIAM Journal on Optimization, 20(3):1250-1273, 2009. [doi]

Abstract

Abstract is missing.