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Two-stage optimization problems with multivariate stochastic order constraints
- Source :
- Mathematics of Operations Research. February, 2016, Vol. 41 Issue 1, p1, 22 p.
- Publication Year :
- 2016
-
Abstract
- We propose a two-stage risk-averse stochastic optimization problem with a stochastic-order constraint on a vector-valued function of the second-stage decisions. This model is motivated by a multiobjective second-stage problem. We [...]
Details
- Language :
- English
- ISSN :
- 0364765X
- Volume :
- 41
- Issue :
- 1
- Database :
- Gale General OneFile
- Journal :
- Mathematics of Operations Research
- Publication Type :
- Academic Journal
- Accession number :
- edsgcl.445606471
- Full Text :
- https://doi.org/10.1287/moor.2015.0713