Bounds on the expectation of a convex function of a random variabile: with applications to stochastic programming
C. C. Huang; W. T. Ziemba; A. Ben-Tal
| Year of publication: |
1977
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|---|---|
| Authors: | Huang, C. C. ; Ziemba, W. T. ; Ben-Tal, A. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 25.1977, 2, p. 315-325
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| Subject: | Programmanalyse stochastich |
| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003502778