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Uniform quasi-concavity in probabilistic constrained stochastic programming

✍ Scribed by András Prékopa; Kunikazu Yoda; Munevver Mine Subasi


Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
223 KB
Volume
39
Category
Article
ISSN
0167-6377

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Parametric concavity in stochastic dynam
✍ Ganesh Janakiraman; Sridhar Seshadri 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 209 KB

We study a family of dynamic programs that are characterized by a deterministic vector of cost parameters. We show that if the single period cost function is concave with respect to this vector, then the optimal costs of the family of dynamic programs are also concave in the vector of costs. We also