A MEAN–VARIANCE BOUND FOR A THREE-PIECE LINEAR FUNCTION

DOI10.1017/S0269964807000356MaRDI QIDQ5433642zbMATH OpenFDO

Authors Karthik Natarajan, Zhou Linyi

Publication date 9 January 2008

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0269964807000356

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Inequalities; stochastic orderings (60E15)

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Cites work

• On multiple simple recourse models
• On sharpness of Tchebycheff-type inequalities
• Robust Mean-Covariance Solutions for Stochastic Optimization

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(7)

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• Robust enhanced indexation optimization with sparse industry Layout constraint
• Distributionally robust optimization

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