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Piecewise linear lower and upper bounds for the standard normal first order loss function

  • Published:2014-03 Issue: Volume:231 Page:489-502
  • ISSN:0096-3003
  • Container-title:Applied Mathematics and Computation
  • language:en
  • Short-container-title:Applied Mathematics and Computation

Author:

Rossi Roberto,Tarim S. Armagan,Prestwich Steven,Hnich Brahim

Funder

European Community’s Seventh Framework Programme (FP7)

Scientific and Technological Research Council of Turkey (TUBITAK)

Science Foundation Ireland (SFI)

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference17 articles.

1. Inventory control;Axsater,2006

2. Introduction to stochastic programming;Birge,1997

3. A uniform approximation to the right normal tail integral;Bryc;Appl. Math. Comput.,2002

4. Double precision rational approximation algorithm for the inverse standard normal first order loss function;De Schrijver;Appl. Math. Comput.,2012

5. Double precision rational approximation algorithms for the standard normal first and second order loss functions;De Schrijver;Appl. Math. Comput.,2012

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