{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,10]],"date-time":"2026-06-10T04:31:50Z","timestamp":1781065910110,"version":"3.54.1"},"reference-count":26,"publisher":"Springer Science and Business Media LLC","issue":"1-2","license":[{"start":{"date-parts":[[2007,7,11]],"date-time":"2007-07-11T00:00:00Z","timestamp":1184112000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Math. Program."],"published-print":{"date-parts":[[2009,3]]},"DOI":"10.1007\/s10107-007-0165-x","type":"journal-article","created":{"date-parts":[[2007,7,17]],"date-time":"2007-07-17T02:41:47Z","timestamp":1184640107000},"page":"111-127","source":"Crossref","is-referenced-by-count":62,"title":["Optimization with multivariate stochastic dominance constraints"],"prefix":"10.1007","volume":"117","author":[{"given":"Darinka","family":"Dentcheva","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Andrzej","family":"Ruszczy\u0144ski","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2007,7,11]]},"reference":[{"key":"165_CR1","unstructured":"Berleant, D., Dancre, M., Argaud, J.-P., Sheble, G.: Electric company portfolio optimization under interval stochastic dominance constraints. Proceedings of the fourth international symposium on imprecise probabilities and their applications, Pittsburgh (2005)"},{"key":"165_CR2","volume-title":"Probability and Measure","author":"P. Billingsley","year":"1995","unstructured":"Billingsley P. (1995). Probability and Measure. Wiley, New York"},{"key":"165_CR3","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-1394-9","volume-title":"Perturbation Analysis of Optimization Problems","author":"J.F. Bonnans","year":"2000","unstructured":"Bonnans J.F. and Shapiro A. (2000). Perturbation Analysis of Optimization Problems. Springer, New York"},{"key":"165_CR4","doi-asserted-by":"crossref","DOI":"10.1007\/BFb0087685","volume-title":"Convex Analysis and Measurable Multifunctions","author":"C. Castaing","year":"1977","unstructured":"Castaing C. and Valadier M. (1977). Convex Analysis and Measurable Multifunctions. Springer, Berlin"},{"key":"165_CR5","doi-asserted-by":"crossref","first-page":"548","DOI":"10.1137\/S1052623402420528","volume":"14","author":"D. Dentcheva","year":"2003","unstructured":"Dentcheva D. and Ruszczy\u0144ski A. (2003). Optimization with stochastic dominance constraints. SIAM J. Optim. 14: 548\u2013566","journal-title":"SIAM J. Optim."},{"key":"165_CR6","doi-asserted-by":"crossref","first-page":"329","DOI":"10.1007\/s10107-003-0453-z","volume":"99","author":"D. Dentcheva","year":"2004","unstructured":"Dentcheva D. and Ruszczy\u0144ski A. (2004). Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints. Math. Program. 99: 329\u2013350","journal-title":"Math. Program."},{"issue":"2","key":"165_CR7","doi-asserted-by":"crossref","first-page":"433","DOI":"10.1016\/j.jbankfin.2005.04.024","volume":"30","author":"D. Dentcheva","year":"2006","unstructured":"Dentcheva D. and Ruszczy\u0144ski A. (2006). Portfolio optimization with stochastic dominance constraints. J. Banking Finance 30(2): 433\u2013451","journal-title":"J. Banking Finance"},{"key":"165_CR8","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511755347","volume-title":"Real Analysis and Probability","author":"R.M. Dudley","year":"2002","unstructured":"Dudley R.M. (2002). Real Analysis and Probability. Cambridge University Press, Cambridge"},{"key":"165_CR9","doi-asserted-by":"crossref","first-page":"103","DOI":"10.1111\/j.1467-9965.2006.00263.x","volume":"16","author":"N. El Karoui","year":"2006","unstructured":"El Karoui N. and Meziou A. (2006). Constrained optimization with respect to stochastic dominance: applications to portfolio insurance. Math. Finance 16: 103\u2013117","journal-title":"Math. Finance"},{"key":"165_CR10","doi-asserted-by":"crossref","DOI":"10.21236\/AD0708563","volume-title":"Utility Theory for Decision Making","author":"P.C. Fishburn","year":"1970","unstructured":"Fishburn P.C. (1970). Utility Theory for Decision Making. Wiley, New York"},{"key":"165_CR11","first-page":"25","volume":"59","author":"J. Hadar","year":"1969","unstructured":"Hadar J. and Russell W. (1969). Rules for ordering uncertain prospects. Am. Econ. Rev. 59: 25\u201334","journal-title":"Am. Econ. Rev."},{"key":"165_CR12","doi-asserted-by":"crossref","first-page":"69","DOI":"10.1007\/978-1-4757-2868-2_3","volume":"25","author":"D. Klatte","year":"1998","unstructured":"Klatte D. and Henrion R. (1998). Regularity and stability in nonlinear semi-infinite optimization. Nonconvex Optim. Appl. 25: 69\u2013102","journal-title":"Nonconvex Optim. Appl."},{"key":"165_CR13","doi-asserted-by":"crossref","first-page":"399","DOI":"10.1214\/aoms\/1177728487","volume":"26","author":"E. Lehmann","year":"1955","unstructured":"Lehmann E. (1955). Ordered families of distributions. Ann. Math. Stat. 26: 399\u2013419","journal-title":"Ann. Math. Stat."},{"key":"165_CR14","unstructured":"Levin, V.L.: Convex Analysis in Spaces of Measurable Functions and Its Applications in Economics (in Russian). Nauka, Moscow (1985)"},{"key":"165_CR15","volume-title":"Theory of Vector Optimization, Lecture Notes in Economics and Mathematical Systems","author":"D.T. Luc","year":"1989","unstructured":"Luc D.T. (1989). Theory of Vector Optimization, Lecture Notes in Economics and Mathematical Systems. Springer, Berlin"},{"key":"165_CR16","doi-asserted-by":"crossref","first-page":"50","DOI":"10.1214\/aoms\/1177730491","volume":"18","author":"H.B. Mann","year":"1947","unstructured":"Mann H.B. and Whitney D.R. (1947). On a test of whether one of two random variables is stochastically larger than the other. Ann. Math. Stat. 18: 50\u201360","journal-title":"Ann. Math. Stat."},{"key":"165_CR17","volume-title":"Inequalities: Theory of Majorization and Its Applications","author":"A.W. Marshall","year":"1979","unstructured":"Marshall A.W. and Olkin I. (1979). Inequalities: Theory of Majorization and Its Applications. Academic, San Diego"},{"key":"165_CR18","volume-title":"Stochastic Orders and Decision Under Risk","year":"1991","unstructured":"Mosler, K., Scarsini,M. (eds.): (1991). Stochastic Orders and Decision Under Risk. Institute of Mathematical Statistics, Hayward, California"},{"key":"165_CR19","volume-title":"Comparison Methods for Stochastic Models and Risks","author":"A. M\u00fcller","year":"2002","unstructured":"M\u00fcller A. and Stoyan D. (2002). Comparison Methods for Stochastic Models and Risks. Wiley, Chichester"},{"key":"165_CR20","doi-asserted-by":"crossref","first-page":"33","DOI":"10.1016\/S0377-2217(98)00167-2","volume":"116","author":"W. Ogryczak","year":"1999","unstructured":"Ogryczak W. and Ruszczy\u0144ski A. (1999). From stochastic dominance to mean\u2013risk models: semideviations as risk measures. Eur. J. Oper. Res. 116: 33\u201350","journal-title":"Eur. J. Oper. Res."},{"key":"165_CR21","doi-asserted-by":"crossref","first-page":"140","DOI":"10.2307\/2295819","volume":"29","author":"J.P. Quirk","year":"1962","unstructured":"Quirk J.P. and Saposnik R. (1962). Admissibility and measurable utility functions. Rev. Econ. Stud. 29: 140\u2013146","journal-title":"Rev. Econ. Stud."},{"key":"165_CR22","doi-asserted-by":"crossref","first-page":"497","DOI":"10.1137\/0713043","volume":"13","author":"S.M. Robinson","year":"1976","unstructured":"Robinson S.M. (1976). Stability theory for systems of inequalities. II: Differentiable nonlinear systems. SIAM J. Numer. Anal. 13: 497\u2013513","journal-title":"SIAM J. Numer. Anal."},{"key":"165_CR23","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-642-02431-3","volume-title":"Variational Analysis","author":"R.T. Rockafellar","year":"1998","unstructured":"Rockafellar R.T. and Wets R.J.-B. (1998). Variational Analysis. Springer, Berlin"},{"key":"165_CR24","doi-asserted-by":"crossref","unstructured":"Ruszczy\u0144ski, A., Shapiro, A. (eds.): Stochastic Programming. Elsevier, Amsterdam (2003)","DOI":"10.1016\/S0927-0507(03)10001-1"},{"key":"165_CR25","volume-title":"Stochastic Orders and Their Applications","author":"M. Shaked","year":"1994","unstructured":"Shaked M. and Shanthikumar J.G. (1994). Stochastic Orders and Their Applications. Academic, Boston"},{"key":"165_CR26","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-2528-7","volume-title":"Stochastic Ordering and Dependence in Applied Probability","author":"R. Szekli","year":"1995","unstructured":"Szekli R. (1995). Stochastic Ordering and Dependence in Applied Probability. Springer, New York"}],"container-title":["Mathematical Programming"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10107-007-0165-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10107-007-0165-x\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10107-007-0165-x","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,29]],"date-time":"2019-05-29T09:50:04Z","timestamp":1559123404000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10107-007-0165-x"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2007,7,11]]},"references-count":26,"journal-issue":{"issue":"1-2","published-print":{"date-parts":[[2009,3]]}},"alternative-id":["165"],"URL":"https:\/\/doi.org\/10.1007\/s10107-007-0165-x","relation":{},"ISSN":["0025-5610","1436-4646"],"issn-type":[{"value":"0025-5610","type":"print"},{"value":"1436-4646","type":"electronic"}],"subject":[],"published":{"date-parts":[[2007,7,11]]}}}