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"Bounds on the Expectation of a Convex Function of a Random Variable: With ..."

C. C. Huang, William T. Ziemba, Aharon Ben-Tal (1977)

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DOI: 10.1287/OPRE.25.2.315

access: closed

type: Journal Article

metadata version: 2020-07-01

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C. C. Huang, William T. Ziemba, Aharon Ben-Tal:
Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming. Oper. Res. 25(2): 315-325 (1977)

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