scientific article; zbMATH DE number 3989107

zbMATH Open0611.90077MaRDI QIDQ3751377FDOQ3751377

Karl Frauendorfer

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Jensen inequalitymultivariate random variableBounding the expectation

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (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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