A Tchebysheff-Type Bound on the Expectation of Sublinear Polyhedral Functions

DOI10.1287/OPRE.40.5.914zbMATH Open0763.90068OpenAlexW2170602348MaRDI QIDQ4015477FDOQ4015477

Authors: Rajluxmi V. Murthy, José H. Dulá 

Publication date: 5 January 1993

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.40.5.914

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zbMATH Keywords

two stage stochastic linear programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Semi-infinite programming (90C34)

Cited In (4)

• On the safe side of stochastic programming: bounds and approximations
• Second-Order Lower Bounds on the Expectation of a Convex Function
• An upper bound on the expectation of simplicial functions of multivariate random variables
• Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information

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