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

DOI10.1287/moor.1040.0136zbMath1082.90077OpenAlexW2119750259MaRDI QIDQ5704243

Steftcho Dokov, David P. Morton

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/107977bca0ad70d86b884301fa283fbfa7fbc296

zbMATH Keywords

generalized moment problemsstochastic programming approximations

Mathematics Subject Classification ID

Stochastic programming (90C15) Inequalities in approximation (Bernstein, Jackson, Nikol'ski?-type inequalities) (41A17)

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