A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions.

Huseyin Topaloglu A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions. 315-322 2009 199 European Journal of Operational Research 2 http://dx.doi.org/10.1016/j.ejor.2008.11.020 db/journals/eor/eor199.html#Topaloglu09b