Optimization Under First Order Stochastic Dominance Constraints
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More about this item
Keywords
Stochastic dominance; stochastic ordering; stochastic programming; utility functions; semi-infinite optimization; optimality conditions; convexification.;All these keywords.
JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- D9 - Microeconomics - - Micro-Based Behavioral Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MIC-2004-03-07 (Microeconomics)
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