Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information

John R. Birge, Marc Teboulle. Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information. Math. Oper. Res., 14(4):745-759, 1989. [doi]

Authors

John R. Birge

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Marc Teboulle

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