Continuous Expected Value

A Continuous Expected Value is an expected value for a continuous random variable.

• Context:
  • It can (typically) be the output of a Continuous Expected Value Function.
  • …
• Example(s):
  • the ...
  • …
• Counter-Example(s):
  • Discrete Expected Value.
• See: Conditional Continuous Expected Value.

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References

1995

• van der Vlerk, Maarten H. “Stochastic programming with integer recourse." PhD diss., PhD thesis, University of Groningen, The Netherlands, 1995
  • QUOTE: … 146 7.1.1 Convex combinations of -approximations : : : : : 151 7.2 The expected shortage function : : : : : 154 7.3 The one-dimensional expected value function : : : : : 155 7.3.1 Representation as continuous expected value function :

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