New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming
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Publication:4346343
DOI10.1287/opre.44.6.909zbMath0879.90151OpenAlexW2123531696MaRDI QIDQ4346343
Publication date: 3 August 1997
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.44.6.909
lower boundsrandom vectortwo-stage stochastic linear programmingsecond-order moment informationexpectation of a convex-concave saddle functionJensen's bound
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