Relaxation of stochastic dominance constraints via optimal mass transport

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dentcheva, Darinka, Yi, Yunxuan
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability 90C15, 46E27, 28A33, 49J55
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2509.05744