scientific article; zbMATH DE number 3989107

MaRDI QIDQ3751377zbMATH OpenFDO

Authors Karl Frauendorfer

Publication date 1987

zbMATH Keywords

Jensen inequalitymultivariate random variableBounding the expectation

Mathematics Subject Classification ID

Stochastic programming (90C15)

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(3)

• A tight upper bound for the expectation of a convex function of a multivariate random variable
• Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
• Multilinear approximation on rectangles and the related moment problem

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