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Browsing by Author "Fang, Yi"

Browsing by Author "Fang, Yi"

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  • Fang, Yi; Post, Thierry (European Journal of Operational Research, 2017-09-16)
    Abstract We characterize a range of Stochastic Dominance (SD) relations by means of finite systems of convex inequalities. For ‘SD optimality’ of degree 1 to 4 and ‘SD efficiency’ of degree 2 to 5, we obtain exact systems ...

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