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Polynomial Approximations for Continuous Linear Programs

✍ Scribed by Bampou, Dimitra; Kuhn, Daniel


Book ID
118203721
Publisher
Society for Industrial and Applied Mathematics
Year
2012
Tongue
English
Weight
350 KB
Volume
22
Category
Article
ISSN
1052-6234

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Chebyshev subinterval polynomial approxi
✍ Hsien-Tang Tsai; Herbert Moskowitz πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 412 KB

An algorithm for constructing a three-subinterval approximation for any continuous distribution function is presented in which the Chebyshev criterion is used, or equivalently, the maximum absolute error (MAE) is minimized. The resulting approximation of this algorithm for the standard normal distri