N. C. P. Edirisinghe, William T. Ziemba. Tight Bounds for Stochastic Convex Programs. Operations Research, 40(4):660-677, 1992. [doi]
@article{EdirisingheZ92,
title = {Tight Bounds for Stochastic Convex Programs},
author = {N. C. P. Edirisinghe and William T. Ziemba},
year = {1992},
doi = {10.1287/opre.40.4.660},
url = {http://dx.doi.org/10.1287/opre.40.4.660},
researchr = {https://researchr.org/publication/EdirisingheZ92},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {40},
number = {4},
pages = {660-677},
}