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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: An upper bound on the expected value of a non-increasing convex function with convex marginal return functionsChristopher J. Donohue, John R. Birge. orl, 18(5):213-221, 1996. [doi]
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