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Multi-period stochastic portfolio optimization: Block-separable decomposition
Edirisinghe, N.C.P., (2007)
New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming
Edirisinghe, N.C.P., (1996)
Bounding the Expectation of a Saddle Function with Application to Stochastic Programming
Edirisinghe, N.C.P., (1994)