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pro vyhledávání: '"José H. Dula"'
Autor:
José H. Dula, Rajluxmi V. Murthy
Publikováno v:
Operations Research. 40:914-922
This work presents an upper bound on the expectation of sublinear polyhedral functions of multivariate random variables based on an inner linearization and domination by a quadratic function. The problem is formulated as a semi-infinite program which
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9cc9cb5d8243086d89204eb7d706b68
https://doi.org/10.1287/opre.40.5.914
https://doi.org/10.1287/opre.40.5.914
