An upper bound on the expected value of a non-increasing convex function with convex marginal return functions
type: Item
instance of: scholarly article
title: An upper bound on the expected value of a non-increasing convex function with convex marginal return functions
zbMATH Open document ID: 0855.90098
DOI: 10.1016/0167-6377(95)00055-0
author: Christopher J. Donohue
author: John R. Birge
published in: Operations Research Letters
publication date: 1996-08-01T00:00:00Z
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 912537
zbMATH Keywords: approximation for stochastic programming
zbMATH Keywords: convex marginal return functions
zbMATH Keywords: effective upper bound
MaRDI profile type: Publication
full work available at URL: 0167-6377(95)00055-0
OpenAlex ID: W2055848066
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cites work: Sublinear upper bounds for stochastic programs with recourse
cites work: Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
cites work: A tight upper bound for the expectation of a convex function of a multivariate random variable
cites work: Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming
cites work: Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
cites work: A piecewise linear upper bound on the network recourse function
description: scientific article; zbMATH DE number 912537