Pages that link to "Item:Q5658871"

The following pages link to More bounds on the expectation of a convex function of a random variable (Q5658871):

Displaying 22 items.

• Bounding separable recourse functions with limited distribution information (Q1178445) (← links)
• An upper bound on the expectation of simplicial functions of multivariate random variables (Q1194856) (← links)
• The interface between OR/MS and decision theory (Q1278803) (← links)
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
• Distributionally robust equilibrium for continuous games: Nash and Stackelberg models (Q1681287) (← links)
• Analyzing process flexibility: a distribution-free approach with partial expectations (Q1790180) (← links)
• Restricted recourse strategies for bounding the expected network recourse function (Q1918432) (← links)
• A distributionally robust analysis of the program evaluation and review technique (Q2030655) (← links)
• A multi-objective distributionally robust model for sustainable last mile relief network design problem (Q2070771) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
• Distributionally robust scheduling algorithms for total flow time minimization on parallel machines using norm regularizations (Q2672063) (← links)
• Uncertainties in minimax stochastic programs (Q3111134) (← links)
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis (Q3778547) (← links)
• Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
• Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (Q4624928) (← links)
• The minimax approach to stochastic programming and an illustrative application (Q4726044) (← links)
• Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
• On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
• MAD Dispersion Measure Makes Extremal Queue Analysis Simple (Q5087732) (← links)
• Approximation from Noisy Data (Q5164013) (← links)
• On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)