An upper bound for SLP using first and total second moments-Reference-Cited by-同舟云学术

An upper bound for SLP using first and total second moments

Published:1991-12 Issue:1 Volume:30 Page:267-276
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Kall P.

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

http://link.springer.com/content/pdf/10.1007/BF02204820.pdf

Reference19 articles.

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2. J.R. Birge and R.J.-B. Wets, Computing bounds for stochastic programming problems by means of a generalized moment problem, Math. Oper. Res. 12 (1987) 149–162.

3. J.H. Dulá, An upper bound on the expectation of sublinear functions of multivariate random variables, Math. Progr., to appear.

4. J. Dupačová, Minimax stochastic programs with nonconvex nonseparable penalty functions, in:Progress in Operations Research, ed. A. Prékopa (North-Holland, Amsterdam, 1976) pp. 303–316.

5. Lecture Notes in Control and Information Science;J. Dupačová,1980

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