Pages that link to "Item:Q3739949"

The following pages link to A tight upper bound for the expectation of a convex function of a multivariate random variable (Q3739949):

Displaying 29 items.

• Total variation bounds on the expectation of periodic functions with applications to recourse approximations (Q291034) (← links)
• Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
• Parallel processors for planning under uncertainty (Q751510) (← links)
• Tight convex underestimators for \({\mathcal{C}^2}\)-continuous problems. II: Multivariate functions (Q1024828) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• Refining bounds for stochastic linear programs with linearly transformed independent random variables (Q1079127) (← links)
• Distribution sensitivity in stochastic programming (Q1176576) (← links)
• A numerical method for solving stochastic programming problems with moment constraints on a distribution function (Q1176853) (← links)
• An upper bound for SLP using first and total second moments (Q1178443) (← links)
• Bounding separable recourse functions with limited distribution information (Q1178445) (← links)
• An upper bound on the expectation of simplicial functions of multivariate random variables (Q1194856) (← links)
• A lower bound for expectation of a convex functional (Q1314707) (← links)
• Exact upper bound on the mean of the product of many random variables with known expecta\-tions (Q1412325) (← links)
• A simple characterization of tightness for convex solid sets of positive random variables (Q1791092) (← links)
• Algorithms for the solution of stochastic dynamic minimax problems (Q1908531) (← links)
• Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← 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)
• On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems (Q2091214) (← links)
• Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
• Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
• Stochastic programs with recourse: An upper bound and the related moment problem (Q3026757) (← links)
• Bounding procedures for multistage stochastic dynamic networks (Q3141765) (← links)
• MINIMIZING MAKESPAN IN A MULTICLASS FLUID NETWORK WITH PARAMETER UNCERTAINTY (Q3183125) (← links)
• A piecewise linear upper bound on the network recourse function (Q3770284) (← links)
• A Tchebysheff-Type Bound on the Expectation of Sublinear Polyhedral Functions (Q4015477) (← links)
• Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information (Q4207759) (← links)
• Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
• On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)