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Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming

✍ Scribed by C. C. Huang, W. T. Ziemba and A. Ben-Tal

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Errata: Bounds on the Expectation of a C

✍ W. T. Ziemba 📂 Article 📅 1977 🏛 INFORMS 🌐 English ⚖ 125 KB

Bounds on the Expectation of a Convex Fu

✍ Albert Madansky 📂 Article 📅 1959 🏛 Institute of Mathematical Statistics ⚖ 386 KB

An upper bound on the expected value of

✍ Christopher J. Donohue; John R. Birge 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 441 KB

On a problem of convexity and its applic

✍ Bui Trong Lieu 📂 Article 📅 1964 🏛 Elsevier Science 🌐 English ⚖ 450 KB

Sharp bounds on the expected shortfall f

✍ Puccetti, Giovanni 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 390 KB

A property of convex piecewise linear fu

✍ B. Bereanu 📂 Article 📅 1965 🏛 Springer 🌐 English ⚖ 371 KB