Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
From MaRDI portal
Publication:3263123
Cited in
(43)- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- Robust unsupervised domain adaptation for neural networks via moment alignment
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations
- Regressor and random‐effects dependencies in multilevel models
- Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
- On the safe side of stochastic programming: bounds and approximations
- MINIMIZING MAKESPAN IN A MULTICLASS FLUID NETWORK WITH PARAMETER UNCERTAINTY
- Robust optimization with ambiguous stochastic constraints under mean and dispersion information
- Instrumental variable estimation based on grouped data
- An upper bound on the expectation of simplicial functions of multivariate random variables
- Reducing Conservatism in Robust Optimization
- Restricted recourse strategies for bounding the expected network recourse function
- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
- Bounding multi-stage stochastic programs from above
- Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs
- On the binomial tree method and other issues in connection with pricing Bermudan and American options
- Sequential bounding methods for two-stage stochastic programs
- Management of non-maturing deposits by multistage stochastic programming
- Parallel processors for planning under uncertainty
- Restricted Bayes strategies for convex stochastic programs
- Sublinear upper bounds for stochastic programs with recourse
- Robust two-stage stochastic linear optimization with risk aversion
- Monotonic bounds in multistage mixed-integer stochastic programming
- The minimax approach to stochastic programming and an illustrative application
- Reserval of the Lyapunov, Hölder, and Minkowski inequalities and other extensions of the Kantorovich inequality
- A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions
- The discrete moment problem and linear programming
- Bounding separable recourse functions with limited distribution information
- An upper bound on the expected value of a non-increasing convex function with convex marginal return functions
- Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
- Solving many linear programs that differ only in the right-hand side
- A piecewise linear upper bound on the network recourse function
- Second-order scenario approximation and refinement in optimization under uncertainty
- Analyzing process flexibility: a distribution-free approach with partial expectations
- A hierarchy of bounds for stochastic mixed-integer programs
- Bounds on the value of information in uncertain decision problems II
- Multilinear approximation on rectangles and the related moment problem
- STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION
- An arc-exchange decomposition method for multistage dynamic networks with random arc capacities
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case
- Bounds in multi-horizon stochastic programs
- Levinson's type generalization of the Edmundson-Lah-Ribarič inequality
- On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems
This page was built for publication: Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3263123)