Second-Order Lower Bounds on the Expectation of a Convex Function
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Publication:5704243
DOI10.1287/MOOR.1040.0136zbMATH Open1082.90077OpenAlexW2119750259MaRDI QIDQ5704243FDOQ5704243
Authors: Steftcho Dokov, David Morton 
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/107977bca0ad70d86b884301fa283fbfa7fbc296
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- Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information
- Problem-based optimal scenario generation and reduction in stochastic programming
- A Scalable Bounding Method for Multistage Stochastic Programs
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