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Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations

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  • van der Laan, Niels
  • Romeijnders, Ward
  • van der Vlerk, M.H.

    (Groningen University)

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  • van der Laan, Niels & Romeijnders, Ward & van der Vlerk, M.H., 2017. "Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations," Research Report 2017-014-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    • Handle: RePEc:gro:rugsom:2017-014-eef
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    File URL: http://hdl.handle.net/11370/629d52f4-581f-4344-9fbd-588a9b22f966
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    References listed on IDEAS

    as
    1. Lewis Ntaimo, 2013. "Fenchel decomposition for stochastic mixed-integer programming," Journal of Global Optimization, Springer, vol. 55(1), pages 141-163, January.
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