More bounds on the expectation of a convex function of a random variable

DOI10.2307/3212616MaRDI QIDQ5658871zbMATH OpenOpenAlexFDO

Authors Aharon Ben-Tal, Eithan Hochman

Publication date 1972

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212616

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Axioms; other general questions in probability (60A05)

Cited in

(22)

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• An upper bound on the expectation of simplicial functions of multivariate random variables
• Restricted recourse strategies for bounding the expected network recourse function
• A distributionally robust analysis of the program evaluation and review technique
• MAD dispersion measure makes extremal queue analysis simple
• A multi-objective distributionally robust model for sustainable last mile relief network design problem
• Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs
• The minimax approach to stochastic programming and an illustrative application
• Bounding separable recourse functions with limited distribution information
• Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
• Distributionally robust scheduling algorithms for total flow time minimization on parallel machines using norm regularizations
• Analyzing process flexibility: a distribution-free approach with partial expectations
• Tight tail probability bounds for distribution-free decision making
• The interface between OR/MS and decision theory
• Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
• Uncertainties in minimax stochastic programs
• Frameworks and results in distributionally robust optimization

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