Pages that link to "Item:Q4136313"
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The following pages link to Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming (Q4136313):
Displayed 20 items.
- Parallel processors for planning under uncertainty (Q751510) (← links)
- Sublinear upper bounds for stochastic programs with recourse (Q1115346) (← links)
- Inequalities in completely convex stochastic programming (Q1146111) (← links)
- Optimal scheduling of income tax prepayments under stochastic incomes (Q1158099) (← links)
- Stochastic programming (Q1163475) (← links)
- Bounding separable recourse functions with limited distribution information (Q1178445) (← links)
- Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
- Implementing bounds-based approximations in convex-concave two-stage stochastic programming (Q1363431) (← links)
- The approximation of separable stochastic programs (Q1893960) (← links)
- Numerical aspects of monotone approximations in convex stochastic control problems (Q1896450) (← links)
- Restricted recourse strategies for bounding the expected network recourse function (Q1918432) (← links)
- An upper bound on the expected value of a non-increasing convex function with convex marginal return functions (Q1919193) (← links)
- A pricing model for clearing end-of-season retail inventory (Q2572253) (← links)
- Bounds on the value of information in uncertain decision problems II (Q3038976) (← links)
- MINIMIZING MAKESPAN IN A MULTICLASS FLUID NETWORK WITH PARAMETER UNCERTAINTY (Q3183125) (← links)
- Aggregation bounds in stochastic linear programming (Q3675909) (← links)
- Deterministic approximations of probability inequalities (Q3825842) (← links)
- Multistage stochastic programming: Error analysis for the convex case (Q4289820) (← links)
- On the role of bounds in stochastic linear programming (Q4484947) (← links)
- STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION (Q5292276) (← links)
