| edoc-Server der Humboldt-Universität zu Berlin |
| Author(s): |
Jozsef Bukszar, University of Delaware René Henrion, WIAS Mihaly Hujter, Budapest University Tamas Szantai, Budapest University | Title: | Polyhedral inclusion-exclusion |
| Date of Acceptance: | 05.06.2004 |
| Submission Date: | 11.05.2004 |
| Series Title: |
Stochastic Programming E-Print Series (SPEPS) |
| Editors: | Julie L. Higle; Werner Römisch; Surrajeet Sen |
| Complete Preprint: |
pdf
(urn:nbn:de:kobv:11-10059576)
ps (urn:nbn:de:kobv:11-10059581) |
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| Motivated by numerical computations to solve probabilistic constrained stochastic programming problems, we derive a new identity claiming that many terms are cancelled out in the inclusion-exclusion formula expressing the complement of a Euclidean polyhedron. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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