Pages that link to "Item:Q3739949"
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The following pages link to A tight upper bound for the expectation of a convex function of a multivariate random variable (Q3739949):
Displayed 18 items.
- Parallel processors for planning under uncertainty (Q751510) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- Refining bounds for stochastic linear programs with linearly transformed independent random variables (Q1079127) (← links)
- Distribution sensitivity in stochastic programming (Q1176576) (← links)
- A numerical method for solving stochastic programming problems with moment constraints on a distribution function (Q1176853) (← links)
- An upper bound for SLP using first and total second moments (Q1178443) (← links)
- 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)
- Algorithms for the solution of stochastic dynamic minimax problems (Q1908531) (← links)
- Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← links)
- Restricted recourse strategies for bounding the expected network recourse function (Q1918432) (← links)
- An upper bound on the expected value of a non-increasing convex function with convex marginal return functions (Q1919193) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
- Stochastic programs with recourse: An upper bound and the related moment problem (Q3026757) (← links)
- Bounding procedures for multistage stochastic dynamic networks (Q3141765) (← links)
- MINIMIZING MAKESPAN IN A MULTICLASS FLUID NETWORK WITH PARAMETER UNCERTAINTY (Q3183125) (← links)
- A piecewise linear upper bound on the network recourse function (Q3770284) (← links)