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A Note on Linear Decision Rules

โœ Scribed by Nayak, Satish C.; Arora, Sant R.


Book ID
119735121
Publisher
American Geophysical Union
Year
1970
Tongue
English
Weight
121 KB
Volume
6
Category
Article
ISSN
0043-1397

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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