New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming (Q4346343): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:22, 6 February 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)
0 references
3 August 1997
0 references
expectation of a convex-concave saddle function
0 references
random vector
0 references
second-order moment information
0 references
lower bounds
0 references
Jensen's bound
0 references
two-stage stochastic linear programming
0 references
