Bounding separable recourse functions with limited distribution information
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Cites work
- scientific article; zbMATH DE number 3854294 (Why is no real title available?)
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- scientific article; zbMATH DE number 3211481 (Why is no real title available?)
- scientific article; zbMATH DE number 3301601 (Why is no real title available?)
- A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
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- An implementation of a discretization method for semi-infinite programming
- Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
- Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming
- Bounds on the value of information in uncertain decision problems II
- Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem
- Convex Analysis
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- Discrete Approximations of Probability Distributions
- Extreme Points of Certain Sets of Probability Measures, with Applications
- Extreme Points of Convex Sets in Infinite Dimensional Spaces
- Global and superlinear convergence of an algorithm for one-dimensional minimization of convex functions
- More bounds on the expectation of a convex function of a random variable
- Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
- Solving stochastic programming problems with recourse including error bounds
- Stochastic Optimization Problems with Incomplete Information on Distribution Functions
- Sublinear upper bounds for stochastic programs with recourse
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- The General Moment Problem, A Geometric Approach
Cited in
(9)- Technical Note—Ranking Distributions When Only Means and Variances Are Known
- Estimating the throughput of a cyclic assembly system
- Robust Actuarial Risk Analysis
- On the safe side of stochastic programming: bounds and approximations
- Designing a majorization scheme for the recourse function in two-stage stochastic linear programming
- Uniform approximation by neural networks
- An upper bound on the expectation of simplicial functions of multivariate random variables
- Applying the minimax criterion in stochastic recourse programs
- Applying optimization theory to study extremal \(GI/GI/1\) transient mean waiting times
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