Second-order lower bounds on the expectation of a convex function

Mathematics of Operations Research

Volumn 30, Issue 3, 2005, Pages 662-677

  Dokov, Steftcho P ^a   Morton, David P ^a  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

Generalized moment problems; Stochastic programming approximations

Indexed keywords

CONVEX FUNCTIONS; GENERALIZED MOMENT PROBLEMS; RANDOM VARIABLES; STOCHASTIC PROGRAMMING APPROXIMATIONS;

APPROXIMATION THEORY; COMPUTATIONAL COMPLEXITY; FUNCTIONS; LINEAR PROGRAMMING; OPERATIONS RESEARCH; STOCHASTIC PROGRAMMING;

BOUNDARY VALUE PROBLEMS;

EID: 22544483760     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1040.0136     Document Type: Article

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