## An SDP approach for multiperiod mixed 0–1 linear programming models with stochastic dominance constraints for risk management

In this paper we consider multiperiod mixed 0–1 linear programming models under uncertainty. We propose a risk averse strategy using stochastic dominance constraints (SDC) induced by mixed-integer linear recourse as the risk measure. The SDC strategy extends the existing literature to the multistage case and includes both first-order and second-order constraints. We propose a stochastic … Read more