Tight Bounds for Stochastic Convex Programs - researchr publication related

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

The following publications are possibly variants of this publication:

Implementing bounds-based approximations in convex-concave two-stage stochastic programmingN. C. P. Edirisinghe, William T. Ziemba. mp, 75:295-325, 1996.

Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic ProgrammingC.-C. Huang, William T. Ziemba, A. Ben-Tal. ior, 25(2):315-325, 1977. [doi]

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