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Two-stage optimization problems with multivariate stochastic order constraints

Authors :
Dentcheva, Darinka
Wolfhagen, Eli
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