๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Note on Decision Models for Insurers

โœ Scribed by David R. Klock and Sang M. Lee


Book ID
124600667
Publisher
John Wiley and Sons
Year
1974
Tongue
English
Weight
729 KB
Volume
41
Category
Article
ISSN
0022-4367

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A note on decision rules for stochastic
โœ David W. Walkup; Roger J.-B. Wets ๐Ÿ“‚ Article ๐Ÿ“… 1968 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 341 KB

In this note it will be shown that, in a sense to be made precise, a two-stage stochastic program with recourse with right-hand sides random (i.e., a two-stage programming under uncertainty problem) has optimal decision rules which are continuous and piecewise linear. The proof relies on a basic pro