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]
@article{EdirisingheZ94a,
title = {Bounding the Expectation of a Saddle Function with Application to Stochastic Programming},
author = {N. C. P. Edirisinghe and William T. Ziemba},
year = {1994},
doi = {10.1287/moor.19.2.314},
url = {http://dx.doi.org/10.1287/moor.19.2.314},
researchr = {https://researchr.org/publication/EdirisingheZ94a},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {19},
number = {2},
pages = {314-340},
}