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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. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function InformationJohn R. Birge, Marc Teboulle. mor, 14(4):745-759, 1989. [doi]
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