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Bound‐based approximations in multistage stochasticprogramming: Nonanticipativity aggregation

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1986

A tight upper bound for the expectation of a convex function of a multivariate random variable

62 cited

1988A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs54 cited

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2005Second-Order Lower Bounds on the Expectation of a Convex Function30 cited