Double precision rational approximation algorithms for the standard normal first and second order loss functions

Applied Mathematics and Computation

Volumn 219, Issue 4, 2012, Pages 2320-2330

  De Schrijver, Steven K ^a,b   Aghezzaf, El Houssaine ^a   Vanmaele, Hendrik ^a,b  

^a GHENT UNIVERSITY   (Belgium)

^b MÖBIUS Business Redesign ^*  (Belgium)

Author keywords

Inventory system; Loss function; Normal distribution; Normal integral; Normal loss integral; Rational approximation; Repeated integrals

Indexed keywords

INVENTORY SYSTEMS; LOSS FUNCTIONS; NORMAL INTEGRAL; NORMAL LOSS INTEGRAL; RATIONAL APPROXIMATIONS; REPEATED INTEGRALS;

APPROXIMATION ALGORITHMS; INVENTORY CONTROL; NORMAL DISTRIBUTION;

CHAOS THEORY;

EID: 84867577717     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2012.08.012     Document Type: Article

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