"Relaxation of Stochastic Dominance Constraints via Optimal Mass Transport."

Darinka Dentcheva, Yunxuan Yi (2025)

> Home

Details and statistics

DOI: 10.1137/24M172216X

access: closed

type: Journal Article

metadata version: 2025-11-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamjo/DentchevaY25
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamjo/DentchevaY25
Darinka Dentcheva, Yunxuan Yi:
Relaxation of Stochastic Dominance Constraints via Optimal Mass Transport. SIAM J. Optim. 35(4): 2452-2473 (2025)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.