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Note on a partition for a decision feedback strategy (Corresp.)

โœ Scribed by Lavenberg, S.


Book ID
114633705
Publisher
IEEE
Year
1970
Tongue
English
Weight
355 KB
Volume
16
Category
Article
ISSN
0018-9448

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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