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Second-order lower bounds on the expectation of a convex function
- Source :
- Mathematics of Operations Research. August 2005, Vol. 30 Issue 3, p662, 16 p.
- Publication Year :
- 2005
-
Abstract
- We develop a class of lower bounds on the expectation of a convex function. The bounds utilize the first two moments of the underlying random variable, whose support is contained [...]
Details
- Language :
- English
- ISSN :
- 0364765X
- Volume :
- 30
- Issue :
- 3
- Database :
- Gale General OneFile
- Journal :
- Mathematics of Operations Research
- Publication Type :
- Academic Journal
- Accession number :
- edsgcl.136075270