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Primal and dual linear decision rules in stochastic and robust optimization

✍ Scribed by Daniel Kuhn; Wolfram Wiesemann; Angelos Georghiou


Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
384 KB
Volume
130
Category
Article
ISSN
0025-5610

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Stochastic error specification in primal
✍ Subal C. Kumbhakar; Efthymios G. Tsionas πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 265 KB

In this paper we derive both primal and dual-cost systems in which the stochastic specifications arise from the model (random environment or measurement errors and optimization errors)-not tacked on at the end after the deterministic system is worked out. Derivation of the error structures is based