New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming (Q4346343): Difference between revisions
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Latest revision as of 02:53, 20 March 2024
scientific article; zbMATH DE number 1042708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming |
scientific article; zbMATH DE number 1042708 |
Statements
New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming (English)
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3 August 1997
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expectation of a convex-concave saddle function
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random vector
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second-order moment information
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lower bounds
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Jensen's bound
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two-stage stochastic linear programming
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