Stochastic Programming: Resolving Uncertainty with Barycentric Approximation
Series
Fondation Latsis internationale
Type
book section
Date Issued
1995
Author(s)
Abstract
The presentation intends to provide insights into the basic ideas of stochastic programming (a field of activity within mathematical programming) paying particular attention to the methodological concept of barycentric approximation. It will be presented in light of an actual problem: the optimal funding of variable rate mortgages.
Language
English
HSG Classification
not classified
Refereed
No
Book title
Prix Latsis universitaires. 1995, présentation des travaux des trois lauréats / Fondation Latsis internationale
Publisher
Fondation Latsis internationale
Publisher place
Genève
Number
4
Start page
17
End page
29
Pages
13
Subject(s)
Division(s)
Eprints ID
18855