We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...
In this work, we are interested in nonlinear symmetric cone problems (NSCPs), which contain as special cases nonlinear semidefinite programming, nonlinear secondorder cone programming, and the ...
"DynamicEconomic convinced me of the usefulness of the Lagrange method... The book is very dear and easy to follow; applications are interesting and dearly treated." Contributions to econometrics and ...
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