Tight Bounds for Stochastic Convex Programs

N. C. P. Edirisinghe, William T. Ziemba. Tight Bounds for Stochastic Convex Programs. Operations Research, 40(4):660-677, 1992. [doi]

Authors

N. C. P. Edirisinghe

This author has not been identified. Look up 'N. C. P. Edirisinghe' in Google

William T. Ziemba

This author has not been identified. Look up 'William T. Ziemba' in Google