Zobrazeno 1 - 10
of 34
pro vyhledávání: '"Maarten H. van der Vlerk"'
Publikováno v:
Computational Management Science, 15(3-4), 325-349. SPRINGER HEIDELBERG
We derive bounds on the expectation of a class of periodic functions using the total variations of higher-order derivatives of the underlying probability density function. These bounds are a strict improvement over those of Romeijnders et al. (Math P
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68693c3dec2586e3cd83025818e9f57f
https://doi.org/10.1007/s10287-018-0315-z
https://doi.org/10.1007/s10287-018-0315-z
Publikováno v:
Graduate Texts in Operations Research ISBN: 9783030292188
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f54fa01a68e81c9ee54648fa54cdebea
https://doi.org/10.1007/978-3-030-29219-5
https://doi.org/10.1007/978-3-030-29219-5
Publikováno v:
Stochastic Programming ISBN: 9783030292188
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec39c3a369a06a370f8176f47ce88c5f
https://doi.org/10.1007/978-3-030-29219-5_3
https://doi.org/10.1007/978-3-030-29219-5_3
Publikováno v:
Stochastic Programming ISBN: 9783030292188
In this chapter we consider a generalization of the recourse model in Chap. 3, obtained by allowing integrality restrictions on some or all of the decision variables. First we give some motivation why such mixed-integer recourse models are useful and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a4dcb4c8ffe4c78e862c8384429fb9b5
https://doi.org/10.1007/978-3-030-29219-5_4
https://doi.org/10.1007/978-3-030-29219-5_4
Publikováno v:
Stochastic Programming ISBN: 9783030292188
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7eb53e797c4f96ebf59936502f53b003
https://doi.org/10.1007/978-3-030-29219-5_6
https://doi.org/10.1007/978-3-030-29219-5_6
Publikováno v:
Stochastic Programming ISBN: 9783030292188
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7542da0dde0a90e7c710077286c97fa4
https://doi.org/10.1007/978-3-030-29219-5_1
https://doi.org/10.1007/978-3-030-29219-5_1
Publikováno v:
Stochastic Programming ISBN: 9783030292188
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1d7ba5635bff787f8b7f88bc1bf62ab6
https://doi.org/10.1007/978-3-030-29219-5_7
https://doi.org/10.1007/978-3-030-29219-5_7
Publikováno v:
Stochastic Programming ISBN: 9783030292188
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38ae93a0ef425ce21f82e6e5fd676e95
https://doi.org/10.1007/978-3-030-29219-5_5
https://doi.org/10.1007/978-3-030-29219-5_5
Publikováno v:
Stochastic Programming ISBN: 9783030292188
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::921a995cd4710cc4161634bf2b95b40f
https://doi.org/10.1007/978-3-030-29219-5_8
https://doi.org/10.1007/978-3-030-29219-5_8
Publikováno v:
Stochastic Programming ISBN: 9783030292188
In this chapter we discuss some classical approaches for dealing with randomness in the objective function: expected utility maximization (von Neumann and Morgenstern) and the mean-variance model (Markowitz).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e7dbaca13d5b0bc64b3560c92602df4
https://doi.org/10.1007/978-3-030-29219-5_2
https://doi.org/10.1007/978-3-030-29219-5_2