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A tight upper bound for the expectation of a convex function of a multivariate random variable - MaRDI portal

A tight upper bound for the expectation of a convex function of a multivariate random variable (Q3739949)

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A tight upper bound for the expectation of a convex function of a multivariate random variable
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    A tight upper bound for the expectation of a convex function of a multivariate random variable (English)
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    1986
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    approximations for stochastic programs
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    convex polyhedron
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    convex function
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    linear programming problem
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