Bounding the Expectation of a Saddle Function with Application to Stochastic Programming

N. C. P. Edirisinghe, William T. Ziemba. Bounding the Expectation of a Saddle Function with Application to Stochastic Programming. Math. Oper. Res., 19(2):314-340, 1994. [doi]

Authors

N. C. P. Edirisinghe

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William T. Ziemba

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