Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming

DOI10.1287/opre.25.2.315zbMath0362.62014OpenAlexW2141951024MaRDI QIDQ4136313

No author found.

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1287/opre.25.2.315

Mathematics Subject Classification ID

Stochastic programming (90C15) Characterization and structure theory of statistical distributions (62E10) Sequential statistical analysis (62L10)

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