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Computing the expected value of a concave, piecewise affine bivariate function for the gamma distribution - MaRDI portal

Computing the expected value of a concave, piecewise affine bivariate function for the gamma distribution (Q2912025)

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scientific article; zbMATH DE number 6082099
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Computing the expected value of a concave, piecewise affine bivariate function for the gamma distribution
scientific article; zbMATH DE number 6082099

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    Computing the expected value of a concave, piecewise affine bivariate function for the gamma distribution (English)
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    13 September 2012
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    concave piecewise linear function
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    bivariate stochastic model
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    dynamic programming
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