Total variation bounds on the expectation of periodic functions with applications to recourse approximations
From MaRDI portal
Publication:291034
DOI10.1007/s10107-014-0829-2zbMath1353.90099MaRDI QIDQ291034
Maarten H. van der Vlerk, Ward Romeijnders, Willem K. Klein Haneveld
Publication date: 6 June 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://pure.rug.nl/ws/files/63158383/Total_variation_bounds_on_the_expectation.pdf
total variation; stochastic programming; convex approximations; discrete approximations; periodic functions; integer recourse
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