Woodruff, Joshua; Dimitrov, Nedialko B. - In: Operations research perspectives 5 (2018), pp. 288-305
certain equivalent (CE) or expected value of a decision without knowing the functional form of the distribution of each … uncertainty. The discretization shortcuts are fast, but are created with a specific distribution, or families of distributions in … mind. The discretizations are not formulated with the decision problem in mind. Each discretization is specific to one …