An upper bound on the expected value of a non-increasing convex function with convex marginal return functions (Q1919193)
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scientific article; zbMATH DE number 912537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An upper bound on the expected value of a non-increasing convex function with convex marginal return functions |
scientific article; zbMATH DE number 912537 |
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An upper bound on the expected value of a non-increasing convex function with convex marginal return functions (English)
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1 August 1996
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approximation for stochastic programming
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convex marginal return functions
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effective upper bound
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