Restricted recourse strategies for bounding the expected network recourse function (Q1918432): Difference between revisions

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+More bounds on the expectation of a convex function of a random variable
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+Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
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+Refining bounds for stochastic linear programs with linearly transformed independent random variables
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+A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
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+A Successive Linear Approximation Procedure for Stochastic, Dynamic Vehicle Allocation Problems
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+Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
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+A tight upper bound for the expectation of a convex function of a multivariate random variable
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+Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming
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+Solving stochastic programming problems with recourse including error bounds
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+Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
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+Q3730336
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+A piecewise linear upper bound on the network recourse function
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