Bounding separable recourse functions with limited distribution information
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Publication:1178445
DOI10.1007/BF02204821zbMATH Open0745.90054OpenAlexW2075399433MaRDI QIDQ1178445FDOQ1178445
Authors: John R. Birge, José H. Dulá 
Publication date: 26 June 1992
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02204821
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Cites Work
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Cited In (9)
- 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
- Technical Note—Ranking Distributions When Only Means and Variances Are Known
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