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Second-Order Lower Bounds on the Expectation of a Convex Function

  • Published:2005-08 Issue:3 Volume:30 Page:662-677
  • ISSN:0364-765X
  • Container-title:Mathematics of Operations Research
  • language:en
  • Short-container-title:Mathematics of OR

Author:

Dokov Steftcho P.,Morton David P.

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications,General Mathematics

Cited by 16 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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3. Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs;SIAM Journal on Optimization;2019-01

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