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"An upper bound on the expected value of a non-increasing convex function ..."

Christopher J. Donohue, John R. Birge (1996)

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DOI: 10.1016/0167-6377(95)00055-0

access: closed

type: Journal Article

metadata version: 2018-11-02

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  - journals/orl/DonohueB96
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  - https://dblp.org/rec/journals/orl/DonohueB96
Christopher J. Donohue, John R. Birge:
An upper bound on the expected value of a non-increasing convex function with convex marginal return functions. Oper. Res. Lett. 18(5): 213-221 (1996)

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