Vitali variation error bounds for expected value functions

DOI10.1016/J.ORL.2024.107157MaRDI QIDQ6988616zbMATH OpenFDO

Authors Alban Kryeziu, Ward Romeijnders, Evrim Ursavas

Publication date 3 May 2025

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ORL.2024.107157

zbMATH Keywords

expected value functionsextreme pointsvitali variation

Mathematics Subject Classification ID

Absolutely continuous real functions of several variables, functions of bounded variation (26B30) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

Cites work

• A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
• Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
• Extension au cas des intégrales multiples d'une définition de l'intégrale due à \textit{Stieltjes}.
• Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
• On the total variation for functions of several variables and a multidimensional analog of Helly's selection principle
• Pseudo-valid cutting planes for two-stage mixed-integer stochastic programs with right-hand-side uncertainty
• Total variation bounds on the expectation of periodic functions with applications to recourse approximations

This page was built for publication: Vitali variation error bounds for expected value functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6988616)