Abstract: There are various stochastic dominance relations. In stochastic optimization, they often require specific treatments. The talk involves different stochastic dominance relations in constraints, leading to non-linear optimization problems. We will particularly address stochastic dominance constraints of higher orders.

Bio: Working before in Insurance and Bank, Alois completed his PhD in Vienna under the supervision of Georg Pflug. Afterwards, he did his postdoc in Trondheim/ Norway for three years. His focus at TU Chemnitz is financial mathematics. He is interested in assessing risk and stochastic optimization, specifically on the distance of probability measures, which can be used to address the stability of stochastic programs.

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