Piecewise linearisation of the first order loss function for families of arbitrarily distributed random variables

Roberto Rossi, Eligius M.T. Hendrix

Research output: Contribution to conferencePaper

Original languageEnglish
Publication statusPublished - 2014
EventMAGO 2014 - XII Global Optimisation Workshop (GOW) - Malaga, Spain
Duration: 1 Sep 20144 Sep 2014

Workshop

WorkshopMAGO 2014 - XII Global Optimisation Workshop (GOW)
Country/TerritorySpain
CityMalaga
Period1/09/144/09/14

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