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Bounding the expectation of a saddle function with application to stochastic programming. (English) Zbl 0824.90101

For a review see the first part of this paper, ibid. 19, No. 2, 292-313 (1994; Zbl 0824.90100).

MSC:

90C15 Stochastic programming
90C25 Convex programming

Citations:

Zbl 0824.90100
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